+4.3%
MDT vs EXE
+165.2%
-160.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | +1.0% | +5.3% | -4.3% | +0.5% |
| 30D | +9.2% | -2.2% | +11.4% | +9.4% |
| 3M | +14.5% | -5.9% | +20.4% | +15.1% |
| 6M | +37.3% | -5.7% | +43.0% | +38.0% |
| YTD | +9.8% | -17.8% | +27.7% | +11.8% |
| 1Y | +10.5% | -23.1% | +33.7% | +13.4% |
| 3Y | +57.4% | +21.2% | +36.3% | +51.4% |
| 5Y | +1.2% | +78.8% | -77.7% | -7.1% |
| All | +4.3% | +165.2% | -160.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling