-1.7%
MDT vs SOUN
-28.0%
+26.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.3% |
| 7D | -1.6% | -6.8% | +5.2% | -1.5% |
| 30D | +1.0% | -15.2% | +16.3% | +1.2% |
| 3M | +15.2% | -7.0% | +22.2% | +15.2% |
| 6M | +3.7% | -20.5% | +24.2% | +3.8% |
| YTD | -3.0% | -37.0% | +34.0% | -2.7% |
| 1Y | +2.5% | -55.3% | +57.8% | +3.1% |
| 3Y | +26.5% | +173.0% | -146.6% | +23.2% |
| All | -1.7% | -28.0% | +26.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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