+81.8%
SPY vs MDT
-19.6%
+101.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | 0.0% |
| 7D | +0.5% | +0.4% | +0.2% | +0.4% |
| 30D | -0.9% | +6.0% | -6.9% | -2.8% |
| 3M | +3.9% | +15.5% | -11.6% | -1.2% |
| 6M | +14.5% | +3.4% | +11.1% | +13.1% |
| YTD | +12.9% | -2.2% | +15.1% | +13.4% |
| 1Y | +19.4% | +2.6% | +16.8% | +17.5% |
| 3Y | +78.5% | +27.5% | +50.9% | +59.1% |
| 5Y | +81.8% | -20.1% | +101.8% | +93.3% |
| All | +81.8% | -19.6% | +101.4% | +93.3% |
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