+8.9%
MDT vs SE
-48.7%
+57.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -3.7% | -1.5% | -2.2% | -3.5% |
| 30D | +8.6% | -22.3% | +30.9% | +10.8% |
| 3M | +12.2% | -41.8% | +54.0% | +17.2% |
| 6M | +33.7% | -22.4% | +56.1% | +36.1% |
| YTD | +7.8% | -41.6% | +49.4% | +11.5% |
| 1Y | +8.9% | -48.0% | +56.9% | +14.6% |
| All | +8.9% | -48.7% | +57.6% | +14.6% |
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