+2.8%
MDT vs EXPE
+26.4%
-23.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.3% | -11.5% | +11.2% | +0.7% |
| 30D | +2.8% | -13.1% | +15.8% | +4.0% |
| 3M | +13.1% | +18.1% | -5.0% | +12.1% |
| 6M | +2.3% | +13.3% | -10.9% | +1.5% |
| YTD | -2.7% | -3.2% | +0.5% | -2.2% |
| All | +2.8% | +26.4% | -23.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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