+3,463.9%
MDT vs SPG
+5,922.7%
-2,458.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +1.0% | +2.0% | -1.0% | +0.6% |
| 30D | +9.2% | +17.2% | -8.1% | +5.2% |
| 3M | +14.5% | +6.3% | +8.2% | +12.9% |
| 6M | +37.3% | +18.7% | +18.6% | +32.0% |
| YTD | +9.8% | +30.1% | -20.3% | +3.2% |
| 1Y | +10.5% | +32.8% | -22.2% | +3.4% |
| 3Y | +57.4% | +133.6% | -76.1% | +28.2% |
| 5Y | +1.2% | +84.4% | -83.2% | -14.1% |
| 10Y | +63.2% | +114.3% | -51.1% | +22.1% |
| All | +3,463.9% | +5,922.7% | -2,458.8% | +1,461.6% |
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