+39.1%
MDT vs ES
+85.1%
-46.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | +6.0% | -1.2% | +7.2% | +6.4% |
| 3M | +15.5% | +5.0% | +10.5% | +13.5% |
| 6M | +3.4% | -2.8% | +6.2% | +4.3% |
| YTD | -2.2% | +8.6% | -10.7% | -5.5% |
| 1Y | +2.6% | +18.9% | -16.4% | -5.0% |
| 3Y | +27.5% | +32.1% | -4.6% | +11.2% |
| 5Y | -20.1% | -5.1% | -15.0% | -21.0% |
| 10Y | +39.1% | +84.2% | -45.1% | +11.2% |
| All | +39.1% | +85.1% | -46.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling