-18.2%
MDT vs ES
-5.6%
-12.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +9.5% | -2.0% | +11.5% | +10.2% |
| 3M | +16.0% | +1.7% | +14.3% | +15.4% |
| 6M | +0.2% | -3.5% | +3.7% | +1.2% |
| YTD | -0.3% | +7.9% | -8.2% | -3.0% |
| 1Y | +4.7% | +17.2% | -12.4% | -1.6% |
| 3Y | +26.5% | +29.3% | -2.8% | +13.5% |
| All | -18.2% | -5.6% | -12.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling