+181.2%
MDT vs EXPE
+851.4%
-670.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +3.2% | -9.5% | +12.8% | +5.1% |
| 30D | +9.5% | -6.6% | +16.1% | +10.7% |
| 3M | +16.0% | +31.4% | -15.4% | +10.0% |
| 6M | +0.2% | +35.2% | -35.0% | -6.0% |
| YTD | -0.3% | +5.8% | -6.1% | -2.8% |
| 1Y | +4.7% | +38.7% | -34.0% | -3.6% |
| 3Y | +26.5% | +175.8% | -149.2% | -1.2% |
| 5Y | -18.2% | +111.8% | -130.0% | -35.3% |
| 10Y | +40.0% | +179.7% | -139.7% | -2.2% |
| All | +181.2% | +851.4% | -670.2% | +28.6% |
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