+8,693.4%
MDT vs EXC
+2,464.5%
+6,228.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.2% | -1.4% | -1.8% | -2.8% |
| 30D | +10.5% | +8.3% | +2.2% | +8.1% |
| 3M | +13.0% | +2.6% | +10.4% | +12.1% |
| 6M | +38.7% | +5.2% | +33.5% | +36.6% |
| YTD | +8.5% | +7.5% | +0.9% | +5.9% |
| 1Y | +10.0% | +3.2% | +6.9% | +8.7% |
| 3Y | +58.6% | +29.5% | +29.1% | +45.6% |
| 5Y | -0.3% | +39.7% | -39.9% | -11.1% |
| 10Y | +61.3% | +200.1% | -138.8% | +16.2% |
| All | +8,693.4% | +2,464.5% | +6,228.8% | +3,504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling