+160.7%
MDT vs ET
+1,438.5%
-1,277.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | +0.2% | +2.9% | -2.6% | -0.3% |
| 3M | +14.3% | +16.8% | -2.5% | +11.3% |
| 6M | +4.0% | +18.9% | -14.9% | +1.0% |
| YTD | -3.7% | +37.7% | -41.4% | -8.7% |
| 1Y | -0.4% | +32.4% | -32.8% | -5.0% |
| 3Y | +23.3% | +99.5% | -76.2% | +9.1% |
| 5Y | -18.9% | +244.0% | -262.8% | -34.9% |
| 10Y | +39.2% | +172.1% | -133.0% | +8.6% |
| All | +160.7% | +1,438.5% | -1,277.8% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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