+627.6%
MDT vs FE
+563.9%
+63.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.7% | -0.5% | +3.3% | +2.9% |
| 30D | +14.8% | +4.3% | +10.5% | +13.3% |
| 3M | +14.6% | +0.4% | +14.2% | +14.4% |
| 6M | +35.7% | +6.9% | +28.8% | +32.8% |
| YTD | +8.5% | +8.0% | +0.5% | +5.7% |
| 1Y | +13.3% | +4.8% | +8.4% | +11.4% |
| 3Y | +58.6% | +49.0% | +9.6% | +38.7% |
| 5Y | -2.6% | +46.2% | -48.8% | -14.9% |
| 10Y | +60.0% | +120.9% | -60.9% | +19.5% |
| All | +627.6% | +563.9% | +63.7% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling