+147.2%
MDT vs ESI
+207.0%
-59.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -0.7% |
| 7D | -3.2% | +1.8% | -5.0% | -3.6% |
| 30D | +10.5% | -6.6% | +17.1% | +11.4% |
| 3M | +13.0% | -9.4% | +22.3% | +14.1% |
| 6M | +38.7% | -24.1% | +62.8% | +43.3% |
| YTD | +8.5% | +37.1% | -28.6% | -1.6% |
| 1Y | +10.0% | +24.5% | -14.5% | +1.6% |
| 3Y | +58.6% | +83.2% | -24.6% | +32.4% |
| 5Y | -0.3% | +44.0% | -44.2% | -13.9% |
| 10Y | +61.3% | +332.8% | -271.6% | +8.1% |
| All | +147.2% | +207.0% | -59.8% | +73.5% |
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