+37.0%
MDT vs SO
+159.0%
-122.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | +0.2% | -5.0% | +5.2% | +2.5% |
| 3M | +14.3% | -5.8% | +20.0% | +17.3% |
| 6M | +4.0% | -7.9% | +11.9% | +7.7% |
| YTD | -3.7% | +2.4% | -6.1% | -5.0% |
| 1Y | -0.4% | -2.3% | +1.9% | +0.2% |
| 3Y | +23.3% | +41.9% | -18.6% | +3.4% |
| 5Y | -18.9% | +58.1% | -76.9% | -36.0% |
| All | +37.0% | +159.0% | -122.0% | -6.8% |
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