+37.0%
MDT vs ESI
+312.8%
-275.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.4% | -4.6% | +1.2% | -2.4% |
| 30D | +0.2% | -10.5% | +10.7% | +2.5% |
| 3M | +14.3% | -19.8% | +34.1% | +18.7% |
| 6M | +4.0% | +5.8% | -1.8% | -0.5% |
| YTD | -3.7% | +38.3% | -42.0% | -14.7% |
| 1Y | -0.4% | +31.5% | -31.9% | -11.0% |
| 3Y | +23.3% | +80.7% | -57.4% | -2.2% |
| 5Y | -18.9% | +69.4% | -88.3% | -36.1% |
| All | +37.0% | +312.8% | -275.8% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling