+66.7%
SNXX vs MDT
+7.4%
+59.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.1% | -21.9% | -4.4% |
| 7D | -47.8% | +10.7% | -58.5% | -35.6% |
| 30D | -66.0% | +19.3% | -85.3% | -51.2% |
| 3M | -57.5% | +22.8% | -80.2% | -35.0% |
| 6M | -66.7% | +36.4% | -103.1% | -42.5% |
| All | +66.7% | +7.4% | +59.3% | +642.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling