+19.9%
MDT vs SE
-48.0%
+68.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.5% | +1.7% | +5.8% |
| 7D | +10.7% | +6.7% | +4.1% | +10.2% |
| 30D | +19.3% | -17.2% | +36.5% | +20.8% |
| 3M | +22.8% | -28.0% | +50.8% | +25.3% |
| 6M | +36.4% | -6.1% | +42.5% | +36.3% |
| YTD | +12.1% | -37.1% | +49.2% | +13.5% |
| 1Y | +19.9% | -48.8% | +68.7% | +22.5% |
| All | +19.9% | -48.0% | +68.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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