+65.9%
MDT vs SPMO
+575.0%
-509.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.3% | +2.7% | -3.0% | -1.5% |
| 30D | +2.8% | +1.1% | +1.7% | +2.1% |
| 3M | +13.1% | +2.0% | +11.1% | +10.2% |
| 6M | +2.3% | +26.5% | -24.2% | -11.8% |
| YTD | -2.7% | +26.5% | -29.2% | -16.3% |
| 1Y | +0.9% | +27.9% | -27.1% | -14.0% |
| 3Y | +26.8% | +160.4% | -133.5% | -31.8% |
| 5Y | -19.5% | +151.5% | -170.9% | -56.1% |
| 10Y | +40.6% | +526.3% | -485.8% | -52.7% |
| All | +65.9% | +575.0% | -509.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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