+70.1%
MDT vs SO
+197.2%
-127.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.3% |
| 7D | +1.0% | +1.4% | -0.3% | +0.4% |
| 30D | +9.2% | +4.7% | +4.4% | +6.9% |
| 3M | +14.5% | +1.7% | +12.8% | +13.5% |
| 6M | +37.3% | +2.2% | +35.2% | +35.9% |
| YTD | +9.8% | +10.0% | -0.1% | +4.9% |
| 1Y | +10.5% | +6.0% | +4.5% | +7.2% |
| 3Y | +57.4% | +54.1% | +3.3% | +27.4% |
| 5Y | +1.2% | +79.6% | -78.5% | -24.8% |
| All | +70.1% | +197.2% | -127.0% | +10.9% |
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