+19.9%
MDT vs EOSE
-85.5%
+105.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.6% | -6.5% | +6.3% |
| 7D | +10.7% | +9.7% | +1.0% | +10.9% |
| 30D | +19.3% | -34.6% | +53.9% | +18.5% |
| 3M | +22.8% | -50.8% | +73.6% | +21.4% |
| 6M | +36.4% | -66.5% | +102.8% | +33.8% |
| YTD | +12.1% | -81.3% | +93.4% | +9.8% |
| 1Y | +19.9% | -84.8% | +104.8% | +18.2% |
| All | +19.9% | -85.5% | +105.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling