+7,983.2%
MDT vs SO
+5,976.4%
+2,006.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.4% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +9.5% | -4.6% | +14.1% | +11.3% |
| 3M | +16.0% | -3.0% | +19.0% | +17.2% |
| 6M | +0.2% | -8.3% | +8.5% | +3.3% |
| YTD | -0.3% | +3.5% | -3.8% | -1.8% |
| 1Y | +4.7% | -0.9% | +5.6% | +4.7% |
| 3Y | +26.5% | +45.4% | -18.8% | +9.2% |
| 5Y | -18.2% | +59.6% | -77.8% | -32.2% |
| 10Y | +40.0% | +156.6% | -116.6% | -3.0% |
| All | +7,983.2% | +5,976.4% | +2,006.8% | +1,999.2% |
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