+7,983.2%
MDT vs ETR
+4,412.2%
+3,571.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +9.5% | +1.0% | +8.5% | +9.1% |
| 3M | +16.0% | -1.3% | +17.2% | +16.3% |
| 6M | +0.2% | +1.9% | -1.7% | -0.7% |
| YTD | -0.3% | +18.2% | -18.4% | -5.8% |
| 1Y | +4.7% | +24.7% | -20.0% | -2.8% |
| 3Y | +26.5% | +150.7% | -124.1% | -7.4% |
| 5Y | -18.2% | +127.0% | -145.2% | -38.8% |
| 10Y | +40.0% | +295.5% | -255.4% | -11.8% |
| All | +7,983.2% | +4,412.2% | +3,571.0% | +2,271.2% |
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