-18.0%
MDT vs ETR
+126.1%
-144.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +2.8% | +2.0% | +0.7% | +2.2% |
| 3M | +13.1% | -1.7% | +14.8% | +13.5% |
| 6M | +2.3% | +3.6% | -1.2% | +1.2% |
| YTD | -2.7% | +18.0% | -20.7% | -7.2% |
| 1Y | +0.9% | +26.2% | -25.4% | -5.6% |
| 3Y | +26.8% | +148.0% | -121.2% | -6.3% |
| All | -18.0% | +126.1% | -144.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling