+37.0%
MDT vs SPYG
+424.6%
-387.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -3.4% | -0.9% | -2.5% | -3.0% |
| 30D | +0.2% | -1.5% | +1.7% | +1.0% |
| 3M | +14.3% | +3.7% | +10.5% | +11.4% |
| 6M | +4.0% | +16.4% | -12.4% | -5.4% |
| YTD | -3.7% | +13.3% | -17.0% | -11.2% |
| 1Y | -0.4% | +17.9% | -18.2% | -10.5% |
| 3Y | +23.3% | +98.3% | -75.0% | -22.6% |
| 5Y | -18.9% | +86.4% | -105.3% | -48.0% |
| All | +37.0% | +424.6% | -387.6% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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