+8,709.8%
MDT vs ES
+1,235.9%
+7,473.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.0% |
| 7D | +5.4% | +1.9% | +3.6% | +4.9% |
| 30D | +19.1% | +7.1% | +12.0% | +16.7% |
| 3M | +19.5% | -1.9% | +21.4% | +20.1% |
| 6M | +33.5% | +4.4% | +29.1% | +31.8% |
| YTD | +8.7% | +7.3% | +1.4% | +6.2% |
| 1Y | +16.8% | +2.1% | +14.6% | +15.4% |
| 3Y | +53.0% | +41.8% | +11.1% | +35.6% |
| 5Y | -2.9% | +1.4% | -4.3% | -5.8% |
| 10Y | +61.4% | +86.8% | -25.3% | +30.8% |
| All | +8,709.8% | +1,235.9% | +7,473.8% | +4,330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling