+7,983.2%
MDT vs EXC
+2,353.7%
+5,629.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +9.5% | -3.7% | +13.2% | +10.7% |
| 3M | +16.0% | -1.3% | +17.3% | +16.4% |
| 6M | +0.2% | -9.7% | +9.9% | +3.0% |
| YTD | -0.3% | +2.9% | -3.2% | -1.4% |
| 1Y | +4.7% | +4.4% | +0.3% | +3.0% |
| 3Y | +26.5% | +22.2% | +4.3% | +18.0% |
| 5Y | -18.2% | +46.7% | -64.9% | -28.1% |
| 10Y | +40.0% | +155.3% | -115.3% | +4.9% |
| All | +7,983.2% | +2,353.7% | +5,629.5% | +3,255.2% |
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