+150.2%
MDT vs ESI
+198.2%
-48.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.0% | +5.5% | -4.5% | +0.1% |
| 30D | +9.2% | -7.8% | +16.9% | +10.3% |
| 3M | +14.5% | -15.0% | +29.5% | +16.9% |
| 6M | +37.3% | -24.9% | +62.2% | +42.1% |
| YTD | +9.8% | +33.2% | -23.4% | +0.1% |
| 1Y | +10.5% | +24.9% | -14.4% | +1.9% |
| 3Y | +57.4% | +77.8% | -20.3% | +32.1% |
| 5Y | +1.2% | +37.1% | -36.0% | -11.8% |
| 10Y | +63.2% | +320.5% | -257.3% | +10.0% |
| All | +150.2% | +198.2% | -48.0% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling