-0.9%
MDT vs SOUN
-24.7%
+23.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | +0.4% | -4.1% | +4.5% | +0.4% |
| 30D | +6.0% | -18.1% | +24.1% | +6.2% |
| 3M | +15.5% | -12.3% | +27.8% | +15.6% |
| 6M | +3.4% | -18.6% | +22.0% | +3.5% |
| YTD | -2.2% | -34.1% | +31.9% | -1.9% |
| 1Y | +2.6% | -57.0% | +59.6% | +3.2% |
| 3Y | +27.5% | +185.7% | -158.1% | +24.2% |
| All | -0.9% | -24.7% | +23.8% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling