+57.4%
MDT vs EIX
+10.6%
+46.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | +1.0% | +1.4% | -0.3% | +0.8% |
| 30D | +9.2% | +8.5% | +0.6% | +8.0% |
| 3M | +14.5% | -13.5% | +27.9% | +16.1% |
| 6M | +37.3% | -12.4% | +49.7% | +38.7% |
| YTD | +9.8% | +5.9% | +3.9% | +7.1% |
| 1Y | +10.5% | +7.6% | +2.9% | +7.4% |
| 3Y | +57.4% | +12.8% | +44.7% | +47.0% |
| All | +57.4% | +10.6% | +46.9% | +47.0% |
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