+7,830.4%
MDT vs SYY
+4,446.6%
+3,383.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.4% | -2.8% | +3.1% | +1.4% |
| 30D | +6.0% | -5.3% | +11.3% | +8.0% |
| 3M | +15.5% | +5.1% | +10.4% | +13.5% |
| 6M | +3.4% | -5.0% | +8.4% | +4.6% |
| YTD | -2.2% | +10.7% | -12.9% | -6.7% |
| 1Y | +2.6% | +0.7% | +1.9% | +1.1% |
| 3Y | +27.5% | +24.0% | +3.5% | +15.6% |
| 5Y | -20.1% | +19.3% | -39.3% | -27.5% |
| 10Y | +39.1% | +96.4% | -57.3% | -1.6% |
| All | +7,830.4% | +4,446.6% | +3,383.8% | +1,751.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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