-2.6%
MDT vs SE
-77.3%
+74.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +14.8% | -19.4% | +34.2% | +16.7% |
| 3M | +14.6% | -33.1% | +47.7% | +17.9% |
| 6M | +35.7% | -11.4% | +47.2% | +36.3% |
| YTD | +8.5% | -39.8% | +48.3% | +11.8% |
| 1Y | +13.3% | -50.5% | +63.7% | +18.4% |
| 3Y | +58.6% | +68.9% | -10.3% | +47.6% |
| 5Y | -2.6% | -77.1% | +74.5% | -0.5% |
| All | -2.6% | -77.3% | +74.7% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling