-18.2%
MDT vs SPYG
+85.2%
-103.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | +0.2% | -1.5% | +1.7% | +0.7% |
| 3M | +14.3% | +3.7% | +10.5% | +12.6% |
| 6M | +4.0% | +16.4% | -12.4% | -1.8% |
| YTD | -3.7% | +13.3% | -17.0% | -8.3% |
| 1Y | -0.4% | +17.9% | -18.2% | -6.7% |
| 3Y | +23.3% | +98.3% | -75.0% | -9.1% |
| All | -18.2% | +85.2% | -103.4% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling