+27.7%
MDT vs EQX
+232.0%
-204.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.8% |
| 7D | -3.4% | -3.2% | -0.2% | -3.3% |
| 30D | +0.2% | +7.8% | -7.5% | -0.2% |
| 3M | +14.3% | +21.3% | -7.1% | +13.0% |
| 6M | +4.0% | -22.4% | +26.4% | +4.9% |
| YTD | -3.7% | -11.3% | +7.6% | -3.7% |
| 1Y | -0.4% | +13.5% | -13.9% | -1.8% |
| 3Y | +23.3% | +162.1% | -138.8% | +14.5% |
| 5Y | -18.9% | +84.2% | -103.1% | -25.2% |
| All | +27.7% | +232.0% | -204.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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