-33.3%
SOFI vs MDT
+1.7%
-35.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | -4.9% | -3.4% | -1.5% | -4.8% |
| 30D | -3.5% | +0.2% | -3.7% | -3.4% |
| 3M | +3.9% | +14.3% | -10.4% | +2.5% |
| 6M | -6.5% | +4.0% | -10.5% | -5.0% |
| YTD | -33.8% | -3.7% | -30.2% | -33.8% |
| 1Y | -33.3% | -0.4% | -32.9% | -31.7% |
| All | -33.3% | +1.7% | -35.0% | -31.7% |
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