+37.0%
MDT vs SPXU
-99.6%
+136.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.3% |
| 7D | -3.4% | +2.5% | -5.9% | -2.8% |
| 30D | +0.2% | +4.2% | -4.0% | +1.3% |
| 3M | +14.3% | -9.3% | +23.5% | +11.8% |
| 6M | +4.0% | -30.7% | +34.7% | -4.3% |
| YTD | -3.7% | -28.1% | +24.5% | -10.3% |
| 1Y | -0.4% | -35.2% | +34.9% | -9.3% |
| 3Y | +23.3% | -79.9% | +103.3% | -12.6% |
| 5Y | -18.9% | -86.4% | +67.5% | -42.1% |
| All | +37.0% | -99.6% | +136.6% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling