-18.3%
MDT vs EXE
+99.3%
-117.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | -2.2% | +0.6% | -1.3% |
| 30D | +1.0% | -0.8% | +1.8% | +1.1% |
| 3M | +15.2% | +10.0% | +5.2% | +13.8% |
| 6M | +3.7% | -6.3% | +10.0% | +4.3% |
| YTD | -3.0% | -10.7% | +7.7% | -2.0% |
| 1Y | +2.5% | +2.7% | -0.2% | +1.7% |
| 3Y | +26.5% | +19.1% | +7.3% | +22.0% |
| 5Y | -18.3% | +105.4% | -123.7% | -26.0% |
| All | -18.3% | +99.3% | -117.6% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling