+178.6%
MDT vs SW
+687.3%
-508.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.1% | -0.4% |
| 7D | -0.3% | -7.0% | +6.7% | 0.0% |
| 30D | +2.8% | -10.5% | +13.3% | +3.2% |
| 3M | +13.1% | +3.0% | +10.1% | +12.9% |
| 6M | +2.3% | +2.3% | 0.0% | +2.1% |
| YTD | -2.7% | +12.4% | -15.1% | -3.3% |
| 1Y | +0.9% | -4.2% | +5.1% | +0.7% |
| 3Y | +26.8% | +22.7% | +4.1% | +25.1% |
| 5Y | -19.5% | -10.1% | -9.4% | -20.5% |
| 10Y | +40.6% | +128.2% | -87.6% | +36.4% |
| All | +178.6% | +687.3% | -508.7% | +181.4% |
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