+252.8%
SPOT vs MDT
+46.1%
+206.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.1% | -3.4% | +0.3% | -1.8% |
| 30D | +7.4% | +0.2% | +7.2% | +7.3% |
| 3M | +8.2% | +14.3% | -6.1% | +2.7% |
| 6M | +2.2% | +4.0% | -1.8% | +0.4% |
| YTD | -9.5% | -3.7% | -5.8% | -8.8% |
| 1Y | -23.8% | -0.4% | -23.5% | -24.4% |
| 3Y | +233.5% | +23.3% | +210.1% | +198.8% |
| 5Y | +112.2% | -18.9% | +131.1% | +119.7% |
| All | +252.8% | +46.1% | +206.7% | +206.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling