-18.2%
MDT vs EBAY
+61.3%
-79.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -3.4% | +4.2% | -7.6% | -4.2% |
| 30D | +0.2% | +5.6% | -5.4% | -1.0% |
| 3M | +14.3% | -1.4% | +15.7% | +14.3% |
| 6M | +4.0% | +18.2% | -14.2% | -0.2% |
| YTD | -3.7% | +24.8% | -28.5% | -9.0% |
| 1Y | -0.4% | +18.0% | -18.4% | -5.3% |
| 3Y | +23.3% | +160.3% | -136.9% | -7.2% |
| All | -18.2% | +61.3% | -79.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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