+70.1%
MDT vs EIX
+35.3%
+34.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | +1.0% | +1.4% | -0.3% | +0.7% |
| 30D | +9.2% | +8.5% | +0.6% | +6.8% |
| 3M | +14.5% | -13.5% | +27.9% | +17.5% |
| 6M | +37.3% | -12.4% | +49.7% | +40.1% |
| YTD | +9.8% | +5.9% | +3.9% | +5.2% |
| 1Y | +10.5% | +7.6% | +2.9% | +5.3% |
| 3Y | +57.4% | +12.8% | +44.7% | +43.9% |
| 5Y | +1.2% | +19.2% | -18.1% | -10.5% |
| All | +70.1% | +35.3% | +34.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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