+61.3%
MDT vs SUI
+120.9%
-59.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -3.2% | -2.4% | -0.8% | -2.3% |
| 30D | +10.5% | +3.3% | +7.2% | +9.1% |
| 3M | +13.0% | +0.7% | +12.3% | +12.6% |
| 6M | +38.7% | -4.1% | +42.8% | +40.6% |
| YTD | +8.5% | -1.8% | +10.3% | +8.7% |
| 1Y | +10.0% | -4.1% | +14.1% | +11.2% |
| 3Y | +58.6% | +17.4% | +41.2% | +45.3% |
| 5Y | -0.3% | -27.0% | +26.7% | +8.9% |
| 10Y | +61.3% | +121.2% | -59.9% | +42.1% |
| All | +61.3% | +120.9% | -59.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling