+8,801.5%
MDT vs ETR
+4,604.0%
+4,197.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +14.5% | +4.6% | +9.9% | +12.9% |
| 6M | +37.3% | +0.1% | +37.2% | +37.0% |
| YTD | +9.8% | +23.2% | -13.4% | +2.4% |
| 1Y | +10.5% | +20.6% | -10.0% | +3.7% |
| 3Y | +57.4% | +156.3% | -98.8% | +14.6% |
| 5Y | +1.2% | +159.6% | -158.5% | -27.4% |
| 10Y | +63.2% | +377.1% | -313.8% | -2.4% |
| All | +8,801.5% | +4,604.0% | +4,197.5% | +2,477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling