+1,136.6%
MDT vs EL
+1,685.7%
-549.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | +0.5% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | +9.5% | +19.8% | -10.3% | +4.7% |
| 3M | +16.0% | +25.7% | -9.7% | +9.6% |
| 6M | +0.2% | +5.4% | -5.2% | -2.3% |
| YTD | -0.3% | +0.2% | -0.5% | -2.7% |
| 1Y | +4.7% | +20.4% | -15.7% | -2.7% |
| 3Y | +26.5% | -32.1% | +58.7% | +28.0% |
| 5Y | -18.2% | -67.2% | +49.0% | -2.6% |
| 10Y | +40.0% | +31.7% | +8.3% | +14.7% |
| All | +1,136.6% | +1,685.7% | -549.1% | +468.0% |
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 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