+13.3%
MDT vs FE
+6.0%
+7.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +2.7% | -0.5% | +3.3% | +3.0% |
| 30D | +14.8% | +4.3% | +10.5% | +13.1% |
| 3M | +14.6% | +0.4% | +14.2% | +14.3% |
| 6M | +35.7% | +6.9% | +28.8% | +32.7% |
| YTD | +8.5% | +8.0% | +0.5% | +6.0% |
| 1Y | +13.3% | +4.8% | +8.4% | +12.7% |
| All | +13.3% | +6.0% | +7.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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