-19.5%
MDT vs SPG
+101.9%
-121.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.6% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | +2.8% | -7.3% | +10.0% | +5.3% |
| 3M | +13.1% | -3.5% | +16.6% | +14.4% |
| 6M | +2.3% | +8.5% | -6.1% | -0.3% |
| YTD | -2.7% | +13.0% | -15.7% | -6.6% |
| 1Y | +0.9% | +18.0% | -17.2% | -4.6% |
| 3Y | +26.8% | +104.5% | -77.7% | -1.3% |
| 5Y | -19.5% | +102.0% | -121.5% | -38.7% |
| All | -19.5% | +101.9% | -121.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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