+2.7%
MDT vs ETR
+157.6%
-154.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.0% | +1.2% | -0.1% | +0.7% |
| 30D | +9.2% | +7.0% | +2.1% | +7.3% |
| 3M | +14.5% | +4.6% | +9.9% | +13.1% |
| 6M | +37.3% | +0.1% | +37.2% | +37.1% |
| YTD | +9.8% | +23.2% | -13.4% | +3.5% |
| 1Y | +10.5% | +20.6% | -10.0% | +4.7% |
| 3Y | +57.4% | +156.3% | -98.8% | +13.6% |
| All | +2.7% | +157.6% | -154.9% | -26.6% |
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