-1.4%
MDT vs EXC
+43.6%
-45.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.5% | -1.7% | +5.2% | +4.2% |
| 30D | +16.2% | +9.3% | +6.9% | +12.9% |
| 3M | +18.9% | +1.0% | +17.9% | +18.4% |
| 6M | +37.3% | +5.9% | +31.4% | +34.7% |
| YTD | +9.7% | +7.6% | +2.1% | +6.7% |
| 1Y | +15.2% | +2.4% | +12.8% | +13.8% |
| 3Y | +61.8% | +30.2% | +31.5% | +45.8% |
| 5Y | -1.4% | +41.4% | -42.7% | -12.9% |
| All | -1.4% | +43.6% | -45.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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