-23.8%
SPOT vs MDT
+1.7%
-25.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.1% | -3.4% | +0.3% | -2.2% |
| 30D | +7.4% | +0.2% | +7.2% | +7.3% |
| 3M | +8.2% | +14.3% | -6.1% | +5.3% |
| 6M | +2.2% | +4.0% | -1.8% | -0.5% |
| YTD | -9.5% | -3.7% | -5.8% | -13.0% |
| 1Y | -23.8% | -0.4% | -23.5% | -25.8% |
| All | -23.8% | +1.7% | -25.6% | -25.8% |
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