+387.8%
MDT vs SRE
+1,525.5%
-1,137.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.4% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +9.5% | -0.7% | +10.2% | +9.6% |
| 3M | +16.0% | -6.3% | +22.3% | +18.3% |
| 6M | +0.2% | -10.7% | +10.9% | +3.8% |
| YTD | -0.3% | -3.5% | +3.2% | +0.3% |
| 1Y | +4.7% | +5.3% | -0.6% | +2.0% |
| 3Y | +26.5% | +31.8% | -5.2% | +11.5% |
| 5Y | -18.2% | +47.4% | -65.5% | -31.2% |
| 10Y | +40.0% | +120.6% | -80.5% | +1.2% |
| All | +387.8% | +1,525.5% | -1,137.8% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling