+75.2%
SPY vs MDT
-2.6%
+77.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -3.2% | +2.3% | 0.0% |
| 30D | -2.4% | +10.5% | -12.9% | -5.3% |
| 3M | -1.2% | +13.0% | -14.1% | -5.0% |
| 6M | +3.3% | +38.7% | -35.4% | -7.6% |
| YTD | +12.3% | +8.5% | +3.8% | +9.1% |
| 1Y | +12.4% | +10.0% | +2.4% | +8.6% |
| 3Y | +78.8% | +58.6% | +20.2% | +46.5% |
| 5Y | +75.2% | -0.3% | +75.5% | +72.1% |
| All | +75.2% | -2.6% | +77.7% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling