+38.0%
MDT vs EL
+25.3%
+12.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -1.6% | -4.4% | +2.8% | -0.7% |
| 30D | +1.0% | +10.3% | -9.2% | -1.3% |
| 3M | +15.2% | +13.4% | +1.8% | +11.8% |
| 6M | +3.7% | +3.1% | +0.6% | +1.9% |
| YTD | -3.0% | -6.9% | +3.9% | -3.6% |
| 1Y | +2.5% | +11.9% | -9.4% | -3.0% |
| 3Y | +26.5% | -33.8% | +60.3% | +30.8% |
| 5Y | -18.3% | -69.0% | +50.7% | +6.1% |
| All | +38.0% | +25.3% | +12.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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