-1.8%
MDT vs SOLS
+20.3%
-22.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.6% |
| 7D | -0.3% | +3.7% | -4.0% | -0.2% |
| 30D | +2.8% | +5.0% | -2.2% | +2.9% |
| 3M | +13.1% | -21.1% | +34.2% | +13.0% |
| 6M | +2.3% | -14.2% | +16.5% | +1.4% |
| YTD | -2.7% | +30.6% | -33.3% | -5.5% |
| All | -1.8% | +20.3% | -22.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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