+353.0%
MDT vs SPXS
-100.0%
+453.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | +0.2% |
| 7D | -1.6% | +6.4% | -8.0% | 0.0% |
| 30D | +1.0% | +6.0% | -5.0% | +2.6% |
| 3M | +15.2% | -11.6% | +26.8% | +11.9% |
| 6M | +3.7% | -28.7% | +32.4% | -4.0% |
| YTD | -3.0% | -26.3% | +23.3% | -9.2% |
| 1Y | +2.5% | -34.9% | +37.4% | -6.8% |
| 3Y | +26.5% | -79.5% | +105.9% | -9.7% |
| 5Y | -18.3% | -85.9% | +67.6% | -41.2% |
| 10Y | +40.2% | -99.5% | +139.7% | -47.3% |
| All | +353.0% | -100.0% | +453.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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