+636.2%
MDT vs FE
+565.9%
+70.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.5% | -1.1% | +4.7% | +3.9% |
| 30D | +16.2% | +4.6% | +11.5% | +14.6% |
| 3M | +18.9% | -0.8% | +19.7% | +19.2% |
| 6M | +37.3% | +7.3% | +30.1% | +34.2% |
| YTD | +9.7% | +8.3% | +1.4% | +6.8% |
| 1Y | +15.2% | +5.7% | +9.5% | +13.0% |
| 3Y | +61.8% | +49.0% | +12.8% | +41.4% |
| 5Y | -1.4% | +49.2% | -50.6% | -14.4% |
| 10Y | +61.6% | +110.7% | -49.1% | +22.4% |
| All | +636.2% | +565.9% | +70.3% | +299.5% |
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