-0.3%
MDT vs EL
-64.9%
+64.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | +10.5% | +12.3% | -1.8% | +8.9% |
| 3M | +13.0% | +28.4% | -15.4% | +9.3% |
| 6M | +38.7% | +36.7% | +1.9% | +32.9% |
| YTD | +8.5% | +8.4% | +0.1% | +5.9% |
| 1Y | +10.0% | +25.4% | -15.4% | +5.3% |
| 3Y | +58.6% | +3.4% | +55.2% | +51.0% |
| 5Y | -0.3% | -64.8% | +64.5% | +15.2% |
| All | -0.3% | -64.9% | +64.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling