+319.7%
SPY vs MDT
+38.9%
+280.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -0.4% | -0.3% | 0.0% | -0.2% |
| 30D | -1.4% | +2.8% | -4.1% | -2.6% |
| 3M | +3.7% | +13.1% | -9.4% | -2.3% |
| 6M | +13.0% | +2.3% | +10.7% | +11.0% |
| YTD | +12.4% | -2.7% | +15.1% | +12.6% |
| 1Y | +18.5% | +0.9% | +17.7% | +16.5% |
| 3Y | +77.6% | +26.8% | +50.8% | +53.6% |
| 5Y | +81.7% | -19.5% | +101.1% | +94.9% |
| 10Y | +319.7% | +40.6% | +279.1% | +240.7% |
| All | +319.7% | +38.9% | +280.8% | +240.7% |
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 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