+2.8%
MDT vs SE
-43.4%
+46.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | -0.2% |
| 7D | -0.3% | -3.6% | +3.3% | -0.1% |
| 30D | +2.8% | -5.3% | +8.1% | +3.0% |
| 3M | +13.1% | +28.1% | -15.0% | +10.9% |
| 6M | +2.3% | +20.7% | -18.3% | +0.2% |
| YTD | -2.7% | -14.8% | +12.1% | -2.8% |
| All | +2.8% | -43.4% | +46.2% | +7.2% |
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