+37.3%
MDT vs SE
-23.5%
+60.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +9.2% | -20.9% | +30.1% | +10.3% |
| 3M | +14.5% | -38.9% | +53.4% | +16.6% |
| 6M | +37.3% | -19.4% | +56.7% | +41.2% |
| All | +37.3% | -23.5% | +60.9% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling