-0.3%
SPOT vs MDT
+20.2%
-20.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.6% | +2.1% |
| 7D | +16.6% | +10.7% | +5.8% | +12.0% |
| 30D | +29.9% | +19.3% | +10.6% | +21.8% |
| 3M | +31.3% | +22.8% | +8.5% | +22.4% |
| 6M | +43.2% | +36.4% | +6.8% | +30.5% |
| YTD | +8.1% | +12.1% | -4.0% | -1.8% |
| 1Y | -0.3% | +19.9% | -20.2% | -13.4% |
| All | -0.3% | +20.2% | -20.6% | -13.4% |
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