+38.0%
MDT vs ECL
+155.8%
-117.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -2.6% | +1.1% | -0.3% |
| 30D | +1.0% | -4.6% | +5.6% | +3.3% |
| 3M | +15.2% | +6.0% | +9.2% | +12.0% |
| 6M | +3.7% | -3.0% | +6.6% | +4.8% |
| YTD | -3.0% | +4.0% | -7.0% | -5.3% |
| 1Y | +2.5% | +2.0% | +0.5% | +0.8% |
| 3Y | +26.5% | +53.9% | -27.5% | 0.0% |
| 5Y | -18.3% | +27.1% | -45.4% | -30.0% |
| All | +38.0% | +155.8% | -117.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling