-1.4%
MDT vs SO
+79.3%
-80.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.4% |
| 7D | +3.5% | -1.1% | +4.6% | +4.0% |
| 30D | +16.2% | +8.6% | +7.6% | +12.4% |
| 3M | +18.9% | +1.8% | +17.1% | +18.0% |
| 6M | +37.3% | +3.6% | +33.7% | +35.3% |
| YTD | +9.7% | +9.9% | -0.2% | +5.4% |
| 1Y | +15.2% | +5.7% | +9.5% | +12.3% |
| 3Y | +61.8% | +52.5% | +9.3% | +33.9% |
| 5Y | -1.4% | +77.3% | -78.7% | -26.1% |
| All | -1.4% | +79.3% | -80.6% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling