+264.0%
SPOT vs MDT
+51.3%
+212.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | -0.9% | +3.2% | -4.2% | -2.2% |
| 30D | +12.5% | +9.5% | +3.0% | +8.7% |
| 3M | +9.9% | +16.0% | -6.1% | +3.7% |
| 6M | +1.6% | +0.2% | +1.4% | +1.1% |
| YTD | -6.6% | -0.3% | -6.3% | -7.1% |
| 1Y | -22.9% | +4.7% | -27.7% | -25.0% |
| 3Y | +244.3% | +26.5% | +217.7% | +205.4% |
| 5Y | +117.8% | -18.2% | +136.0% | +124.4% |
| All | +264.0% | +51.3% | +212.8% | +211.7% |
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 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