+305.4%
MDT vs SPXU
-100.0%
+405.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.4% |
| 7D | +0.4% | -1.5% | +1.9% | 0.0% |
| 30D | +6.0% | +3.7% | +2.3% | +7.1% |
| 3M | +15.5% | -9.6% | +25.1% | +12.9% |
| 6M | +3.4% | -32.4% | +35.8% | -6.0% |
| YTD | -2.2% | -28.7% | +26.5% | -9.6% |
| 1Y | +2.6% | -38.2% | +40.8% | -8.4% |
| 3Y | +27.5% | -80.4% | +108.0% | -11.8% |
| 5Y | -20.1% | -86.0% | +66.0% | -43.6% |
| 10Y | +39.1% | -99.5% | +138.6% | -51.3% |
| All | +305.4% | -100.0% | +405.4% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling