+40.3%
MDT vs SW
+147.8%
-107.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.1% |
| 7D | +3.2% | -5.1% | +8.3% | +3.6% |
| 30D | +9.5% | -4.6% | +14.1% | +9.9% |
| 3M | +16.0% | +9.4% | +6.6% | +15.0% |
| 6M | +0.2% | +3.5% | -3.3% | -0.4% |
| YTD | -0.3% | +22.0% | -22.3% | -2.2% |
| 1Y | +4.7% | +2.2% | +2.5% | +3.9% |
| 3Y | +26.5% | +19.6% | +7.0% | +22.7% |
| 5Y | -18.2% | -2.3% | -15.9% | -20.8% |
| All | +40.3% | +147.8% | -107.5% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling