-0.7%
MDT vs EAT
+355.7%
-356.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.5% |
| 7D | -3.7% | -7.1% | +3.4% | -3.0% |
| 30D | +8.6% | -2.3% | +10.9% | +8.7% |
| 3M | +12.2% | -19.6% | +31.8% | +14.3% |
| 6M | +33.7% | +46.0% | -12.3% | +28.4% |
| YTD | +7.8% | +37.7% | -29.9% | +3.7% |
| 1Y | +8.9% | +73.8% | -64.9% | +2.2% |
| 3Y | +57.6% | +482.1% | -424.4% | +23.0% |
| 5Y | -0.7% | +362.5% | -363.1% | -19.8% |
| All | -0.7% | +355.7% | -356.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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