+27.5%
MDT vs SE
+194.4%
-166.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +6.0% | -0.1% | +6.1% | +5.9% |
| 3M | +15.5% | +34.1% | -18.6% | +13.2% |
| 6M | +3.4% | +23.2% | -19.8% | +1.6% |
| YTD | -2.2% | -11.2% | +9.0% | -2.2% |
| 1Y | +2.6% | -40.5% | +43.1% | +4.7% |
| 3Y | +27.5% | +196.3% | -168.8% | +17.3% |
| All | +27.5% | +194.4% | -166.8% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling