-95.5%
SNDQ vs MDT
+10.3%
-105.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.3% | +8.3% | +8.9% |
| 7D | -20.4% | -1.6% | -18.8% | -17.5% |
| 30D | -54.5% | +1.0% | -55.5% | -57.2% |
| 3M | -79.1% | +15.2% | -94.3% | -84.9% |
| All | -95.5% | +10.3% | -105.8% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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 · Available span rolling