+2.3%
MDT vs EOSE
-31.4%
+33.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.7% |
| 7D | -0.3% | +15.0% | -15.3% | +0.3% |
| 30D | +2.8% | +2.5% | +0.3% | +3.0% |
| 3M | +13.1% | -33.7% | +46.8% | +11.7% |
| 6M | +2.3% | -32.7% | +35.1% | +1.1% |
| All | +2.3% | -31.4% | +33.7% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling