+47.7%
MDT vs SE
+562.7%
-515.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | -4.8% | +3.2% | -1.2% |
| 30D | +1.0% | -18.1% | +19.1% | +2.7% |
| 3M | +15.2% | +30.6% | -15.4% | +12.3% |
| 6M | +3.7% | +20.8% | -17.1% | +1.5% |
| YTD | -3.0% | -15.6% | +12.6% | -2.4% |
| 1Y | +2.5% | -44.2% | +46.7% | +6.6% |
| 3Y | +26.5% | +181.5% | -155.1% | +11.6% |
| 5Y | -18.3% | -66.9% | +48.6% | -16.6% |
| All | +47.7% | +562.7% | -515.0% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling