-5.3%
MDT vs EXE
+191.4%
-196.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +9.5% | +8.5% | +1.1% | +8.5% |
| 3M | +16.0% | +5.5% | +10.5% | +15.2% |
| 6M | +0.2% | -5.9% | +6.1% | +0.7% |
| YTD | -0.3% | -9.7% | +9.4% | +0.6% |
| 1Y | +4.7% | +3.6% | +1.1% | +3.8% |
| 3Y | +26.5% | +18.0% | +8.5% | +22.5% |
| 5Y | -18.2% | +109.4% | -127.6% | -25.9% |
| All | -5.3% | +191.4% | -196.6% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling