+177.8%
MDT vs SW
+687.5%
-509.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -6.7% | +5.1% | -1.3% |
| 30D | +1.0% | -14.2% | +15.2% | +1.6% |
| 3M | +15.2% | +9.4% | +5.8% | +14.8% |
| 6M | +3.7% | +0.8% | +2.9% | +3.5% |
| YTD | -3.0% | +12.4% | -15.4% | -3.6% |
| 1Y | +2.5% | -4.0% | +6.5% | +2.3% |
| 3Y | +26.5% | +22.8% | +3.7% | +24.8% |
| 5Y | -18.3% | -10.0% | -8.2% | -19.3% |
| 10Y | +40.2% | +128.2% | -88.0% | +35.9% |
| All | +177.8% | +687.5% | -509.7% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SW 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling