+47.6%
SOFI vs MDT
-6.9%
+54.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.2% |
| 7D | +5.6% | +0.4% | +5.3% | +5.4% |
| 30D | -2.0% | +6.0% | -8.0% | -5.1% |
| 3M | +9.2% | +15.5% | -6.4% | +0.3% |
| 6M | -4.7% | +3.4% | -8.1% | -6.8% |
| YTD | -31.2% | -2.2% | -29.0% | -31.1% |
| 1Y | -30.6% | +2.6% | -33.2% | -32.6% |
| 3Y | +110.6% | +27.5% | +83.1% | +76.2% |
| 5Y | +16.4% | -20.1% | +36.5% | +0.2% |
| All | +47.6% | -6.9% | +54.5% | +30.3% |
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 · 6 months rolling