+2.7%
MDT vs SRE
+51.3%
-48.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.6% |
| 7D | +1.0% | +1.8% | -0.7% | +0.5% |
| 30D | +9.2% | -3.0% | +12.1% | +10.0% |
| 3M | +14.5% | -7.3% | +21.7% | +16.7% |
| 6M | +37.3% | -11.9% | +49.2% | +42.1% |
| YTD | +9.8% | -7.9% | +17.7% | +11.7% |
| 1Y | +10.5% | -11.1% | +21.7% | +13.7% |
| 3Y | +57.4% | +24.8% | +32.6% | +38.1% |
| All | +2.7% | +51.3% | -48.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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