+204.1%
MDT vs EXPE
+733.4%
-529.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -3.7% | -4.2% | +0.5% | -2.9% |
| 30D | +8.6% | -4.5% | +13.1% | +9.2% |
| 3M | +12.2% | -19.7% | +31.9% | +16.1% |
| 6M | +33.7% | +18.3% | +15.5% | +28.7% |
| YTD | +7.8% | -7.3% | +15.2% | +7.2% |
| 1Y | +8.9% | -3.9% | +12.8% | +7.3% |
| 3Y | +57.6% | +123.0% | -65.4% | +28.2% |
| 5Y | -0.7% | +47.9% | -48.6% | -15.9% |
| 10Y | +60.3% | +126.5% | -66.2% | +15.8% |
| All | +204.1% | +733.4% | -529.3% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling