+8,693.3%
MDT vs SO
+6,371.5%
+2,321.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -3.2% | +0.8% | -4.0% | -3.5% |
| 30D | +10.5% | +7.8% | +2.7% | +7.5% |
| 3M | +13.0% | +2.9% | +10.0% | +11.7% |
| 6M | +38.7% | +2.5% | +36.2% | +37.4% |
| YTD | +8.5% | +10.3% | -1.8% | +4.4% |
| 1Y | +10.0% | +6.4% | +3.7% | +7.2% |
| 3Y | +58.6% | +52.8% | +5.8% | +34.5% |
| 5Y | -0.3% | +78.7% | -79.0% | -20.7% |
| 10Y | +61.3% | +196.3% | -135.0% | +6.4% |
| All | +8,693.3% | +6,371.5% | +2,321.8% | +2,131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling