+2.5%
MDT vs EXEL
+50.0%
-47.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.6% | -2.9% | +1.3% | -1.4% |
| 30D | +1.0% | +11.9% | -10.8% | +0.2% |
| 3M | +15.2% | +9.2% | +6.0% | +14.4% |
| 6M | +3.7% | +39.1% | -35.4% | +1.9% |
| YTD | -3.0% | +31.0% | -34.0% | -4.3% |
| 1Y | +2.5% | +52.3% | -49.9% | +0.8% |
| All | +2.5% | +50.0% | -47.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling