+33.6%
MDT vs EQH
+230.1%
-196.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | +1.0% | +2.4% | -1.4% | +0.2% |
| 3M | +15.2% | +26.3% | -11.1% | +7.1% |
| 6M | +3.7% | +35.8% | -32.1% | -6.3% |
| YTD | -3.0% | +12.7% | -15.6% | -7.6% |
| 1Y | +2.5% | +2.5% | 0.0% | +0.1% |
| 3Y | +26.5% | +98.6% | -72.2% | -3.9% |
| 5Y | -18.3% | +101.7% | -120.0% | -40.2% |
| All | +33.6% | +230.1% | -196.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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