+3,136.3%
MDT vs SPG
+5,256.9%
-2,120.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +3.2% | -2.4% | +5.6% | +3.8% |
| 30D | +9.5% | -6.8% | +16.3% | +11.3% |
| 3M | +16.0% | +2.7% | +13.3% | +15.3% |
| 6M | +0.2% | +5.5% | -5.3% | -1.1% |
| YTD | -0.3% | +15.7% | -16.0% | -3.7% |
| 1Y | +4.7% | +20.9% | -16.1% | 0.0% |
| 3Y | +26.5% | +112.4% | -85.8% | +5.2% |
| 5Y | -18.2% | +101.4% | -119.5% | -32.0% |
| 10Y | +40.0% | +60.6% | -20.6% | +11.3% |
| All | +3,136.3% | +5,256.9% | -2,120.6% | +1,356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling