+1,237.0%
MDT vs EL
+1,800.1%
-563.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -3.7% | +2.7% | -6.3% | -4.3% |
| 30D | +8.6% | +10.8% | -2.2% | +6.0% |
| 3M | +12.2% | +26.5% | -14.3% | +5.8% |
| 6M | +33.7% | +31.1% | +2.6% | +24.5% |
| YTD | +7.8% | +6.6% | +1.2% | +3.5% |
| 1Y | +8.9% | +21.8% | -12.9% | +1.1% |
| 3Y | +57.6% | +1.8% | +55.9% | +44.8% |
| 5Y | -0.7% | -65.6% | +64.9% | +17.0% |
| 10Y | +60.3% | +60.3% | -0.1% | +25.2% |
| All | +1,237.0% | +1,800.1% | -563.0% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling