+25.3%
MDT vs EIX
-1.6%
+26.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.5% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +6.0% | -13.5% | +19.5% | +7.2% |
| 3M | +15.5% | -15.3% | +30.8% | +17.2% |
| 6M | +3.4% | -15.3% | +18.7% | +4.8% |
| YTD | -2.2% | +2.7% | -4.9% | -4.1% |
| 1Y | +2.6% | +17.4% | -14.9% | -1.9% |
| All | +25.3% | -1.6% | +26.9% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling