+61.2%
MDT vs SO
+194.6%
-133.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | +14.8% | +8.7% | +6.1% | +10.6% |
| 3M | +14.6% | +3.4% | +11.2% | +12.8% |
| 6M | +35.7% | +3.7% | +32.0% | +33.4% |
| YTD | +8.5% | +10.0% | -1.6% | +3.5% |
| 1Y | +13.3% | +6.6% | +6.7% | +9.6% |
| 3Y | +58.6% | +52.5% | +6.1% | +28.9% |
| 5Y | -2.6% | +76.1% | -78.7% | -26.9% |
| All | +61.2% | +194.6% | -133.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling