+191.7%
MDT vs SPYG
+553.6%
-361.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -0.6% |
| 30D | +1.0% | -1.9% | +3.0% | +2.0% |
| 3M | +15.2% | +5.2% | +10.0% | +11.5% |
| 6M | +3.7% | +15.6% | -11.9% | -5.1% |
| YTD | -3.0% | +12.4% | -15.4% | -10.0% |
| 1Y | +2.5% | +17.5% | -15.0% | -7.5% |
| 3Y | +26.5% | +98.1% | -71.6% | -17.2% |
| 5Y | -18.3% | +84.9% | -103.2% | -45.5% |
| 10Y | +40.2% | +417.7% | -377.5% | -48.0% |
| All | +191.7% | +553.6% | -361.9% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling