+828.4%
SPYM vs MDT
+164.1%
+664.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +0.1% | +3.2% | -3.1% | -1.2% |
| 30D | +0.1% | +9.5% | -9.4% | -3.7% |
| 3M | +2.0% | +16.0% | -13.9% | -4.5% |
| 6M | +13.1% | +0.2% | +12.9% | +12.0% |
| YTD | +13.6% | -0.3% | +13.9% | +12.6% |
| 1Y | +20.1% | +4.7% | +15.3% | +16.2% |
| 3Y | +77.6% | +26.5% | +51.0% | +56.2% |
| 5Y | +82.5% | -18.2% | +100.7% | +91.1% |
| 10Y | +317.6% | +40.0% | +277.6% | +241.6% |
| All | +828.4% | +164.1% | +664.3% | +427.3% |
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 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