-19.5%
MDT vs EIX
+24.3%
-43.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.1% |
| 7D | -0.3% | +4.1% | -4.4% | -1.2% |
| 30D | +2.8% | -15.3% | +18.1% | +5.1% |
| 3M | +13.1% | -18.4% | +31.5% | +16.5% |
| 6M | +2.3% | -16.8% | +19.2% | +4.8% |
| YTD | -2.7% | -0.6% | -2.1% | -4.9% |
| 1Y | +0.9% | +10.7% | -9.8% | -4.3% |
| 3Y | +26.8% | -4.5% | +31.3% | +22.2% |
| 5Y | -19.5% | +24.0% | -43.5% | -29.8% |
| All | -19.5% | +24.3% | -43.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling