+4.7%
MDT vs ESI
+44.5%
-39.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +1.3% |
| 7D | +3.2% | +3.3% | -0.1% | +3.4% |
| 30D | +9.5% | -5.9% | +15.4% | +9.3% |
| 3M | +16.0% | -14.1% | +30.1% | +15.1% |
| 6M | +0.2% | +6.6% | -6.4% | -3.4% |
| YTD | -0.3% | +45.0% | -45.3% | -7.1% |
| 1Y | +4.7% | +41.5% | -36.7% | -2.2% |
| All | +4.7% | +44.5% | -39.8% | -2.2% |
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