+2.7%
MDT vs EXPE
+46.0%
-43.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.0% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +9.2% | -6.1% | +15.2% | +9.9% |
| 3M | +14.5% | -21.3% | +35.8% | +17.7% |
| 6M | +37.3% | +19.0% | +18.3% | +34.0% |
| YTD | +9.8% | -8.4% | +18.2% | +9.9% |
| 1Y | +10.5% | -2.8% | +13.3% | +9.6% |
| 3Y | +57.4% | +120.8% | -63.3% | +35.4% |
| All | +2.7% | +46.0% | -43.3% | -9.3% |
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