+219.9%
MDT vs EXEL
+273.2%
-53.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | +3.2% | +8.4% | -5.2% | +2.4% |
| 30D | +9.5% | +4.1% | +5.4% | +9.0% |
| 3M | +16.0% | +12.4% | +3.6% | +14.6% |
| 6M | +0.2% | +41.5% | -41.3% | -3.2% |
| YTD | -0.3% | +34.6% | -34.9% | -3.4% |
| 1Y | +4.7% | +57.9% | -53.1% | -0.2% |
| 3Y | +26.5% | +159.5% | -133.0% | +13.7% |
| 5Y | -18.2% | +198.5% | -216.7% | -28.0% |
| 10Y | +40.0% | +411.4% | -371.3% | +11.9% |
| All | +219.9% | +273.2% | -53.3% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling