-20.1%
MDT vs EXPE
+89.5%
-109.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.9% | +6.0% | -0.9% |
| 7D | +0.4% | -9.8% | +10.1% | +1.7% |
| 30D | +6.0% | -11.5% | +17.5% | +7.6% |
| 3M | +15.5% | +21.7% | -6.2% | +12.6% |
| 6M | +3.4% | +10.4% | -7.0% | +1.7% |
| YTD | -2.2% | -2.5% | +0.4% | -2.7% |
| 1Y | +2.6% | +27.3% | -24.8% | -2.1% |
| 3Y | +27.5% | +153.5% | -126.0% | +7.3% |
| 5Y | -20.1% | +91.1% | -111.1% | -33.5% |
| All | -20.1% | +89.5% | -109.5% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling