+7,764.3%
MDT vs SU
+61,690.9%
-53,926.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | +1.7% | -3.2% | -1.6% |
| 30D | +1.0% | +9.6% | -8.6% | +1.0% |
| 3M | +15.2% | +11.7% | +3.5% | +15.2% |
| 6M | +3.7% | +21.9% | -18.2% | +3.6% |
| YTD | -3.0% | +58.6% | -61.6% | -3.1% |
| 1Y | +2.5% | +66.5% | -64.1% | +2.4% |
| 3Y | +26.5% | +121.4% | -95.0% | +26.3% |
| 5Y | -18.3% | +355.7% | -374.0% | -18.5% |
| 10Y | +40.2% | +264.2% | -224.0% | +39.8% |
| All | +7,764.3% | +61,690.9% | -53,926.6% | +7,504.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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