+19.9%
MDT vs ESI
+27.8%
-7.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.6% | +10.8% | +5.7% |
| 7D | +10.7% | -6.6% | +17.3% | +10.1% |
| 30D | +19.3% | -10.9% | +30.2% | +18.3% |
| 3M | +22.8% | -13.8% | +36.6% | +21.8% |
| 6M | +36.4% | -21.5% | +57.9% | +34.5% |
| YTD | +12.1% | +34.7% | -22.6% | +3.3% |
| 1Y | +19.9% | +24.9% | -5.0% | +12.0% |
| All | +19.9% | +27.8% | -7.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling