+8,639.7%
MDT vs ECL
+14,227.3%
-5,587.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | +8.6% | +6.6% | +2.0% | +6.1% |
| 3M | +12.2% | +9.6% | +2.6% | +8.4% |
| 6M | +33.7% | +21.6% | +12.1% | +24.1% |
| YTD | +7.8% | +16.9% | -9.1% | +1.3% |
| 1Y | +8.9% | +17.9% | -9.0% | +2.0% |
| 3Y | +57.6% | +76.5% | -18.9% | +25.4% |
| 5Y | -0.7% | +36.6% | -37.3% | -14.7% |
| 10Y | +60.3% | +193.2% | -132.9% | +3.2% |
| All | +8,639.7% | +14,227.3% | -5,587.6% | +1,949.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling