-19.5%
MDT vs EAT
+310.8%
-330.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | -0.3% | -6.8% | +6.5% | +0.4% |
| 30D | +2.8% | -5.4% | +8.1% | +3.2% |
| 3M | +13.1% | +42.8% | -29.7% | +9.1% |
| 6M | +2.3% | +56.5% | -54.2% | -2.5% |
| YTD | -2.7% | +50.0% | -52.7% | -7.1% |
| 1Y | +0.9% | +38.3% | -37.4% | -3.2% |
| 3Y | +26.8% | +591.6% | -564.8% | -2.9% |
| 5Y | -19.5% | +312.6% | -332.1% | -36.2% |
| All | -19.5% | +310.8% | -330.3% | -36.2% |
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