+27.5%
MDT vs SO
+46.8%
-19.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | +6.0% | -3.2% | +9.2% | +7.2% |
| 3M | +15.5% | -1.7% | +17.2% | +16.3% |
| 6M | +3.4% | -7.2% | +10.6% | +6.0% |
| YTD | -2.2% | +4.6% | -6.7% | -3.7% |
| 1Y | +2.6% | +1.2% | +1.4% | +2.0% |
| 3Y | +27.5% | +45.3% | -17.7% | +12.1% |
| All | +27.5% | +46.8% | -19.3% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling