-20.1%
MDT vs SE
-67.4%
+47.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 6M | +3.4% | +23.2% | -19.8% | +1.3% |
| YTD | -2.2% | -11.2% | +9.0% | -2.0% |
| 1Y | +2.6% | -40.5% | +43.1% | +5.8% |
| 3Y | +27.5% | +196.3% | -168.8% | +13.3% |
| 5Y | -20.1% | -67.0% | +47.0% | -18.4% |
| All | -20.1% | -67.4% | +47.4% | -18.4% |
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