+3,058.8%
SPY vs MDT
+3,021.3%
+37.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | -2.4% | +10.5% | -12.9% | -5.7% |
| 3M | -1.2% | +13.0% | -14.1% | -5.5% |
| 6M | +3.3% | +38.7% | -35.4% | -8.3% |
| YTD | +12.3% | +8.5% | +3.8% | +8.0% |
| 1Y | +12.4% | +10.0% | +2.4% | +7.5% |
| 3Y | +78.8% | +58.6% | +20.2% | +49.4% |
| 5Y | +75.2% | -0.3% | +75.5% | +69.7% |
| 10Y | +311.1% | +61.3% | +249.8% | +236.2% |
| All | +3,058.8% | +3,021.3% | +37.6% | +1,324.8% |
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 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