+220.5%
MDT vs SW
+730.4%
-509.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +8.0% | +4.7% | +3.3% | +7.8% |
| 30D | +20.4% | +5.0% | +15.4% | +20.2% |
| 3M | +22.9% | -7.3% | +30.3% | +23.2% |
| 6M | +37.1% | +15.0% | +22.1% | +36.3% |
| YTD | +11.9% | +18.5% | -6.6% | +11.0% |
| 1Y | +19.8% | +27.1% | -7.3% | +18.5% |
| 3Y | +59.4% | +49.3% | +10.1% | +56.3% |
| 5Y | 0.0% | -1.6% | +1.7% | -1.5% |
| 10Y | +66.2% | +185.4% | -119.1% | +60.9% |
| All | +220.5% | +730.4% | -509.9% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling