+6.5%
MDT vs EOSE
-58.6%
+65.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.5% |
| 7D | -0.3% | +15.0% | -15.3% | -0.6% |
| 30D | +2.8% | +2.5% | +0.3% | +2.6% |
| 3M | +13.1% | -33.7% | +46.8% | +13.8% |
| 6M | +2.3% | -32.7% | +35.1% | +2.4% |
| YTD | -2.7% | -63.8% | +61.1% | -1.7% |
| 1Y | +0.9% | -40.5% | +41.4% | 0.0% |
| 3Y | +26.8% | +50.4% | -23.5% | +18.1% |
| 5Y | -19.5% | -68.6% | +49.1% | -27.5% |
| All | +6.5% | -58.6% | +65.1% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling