-29.6%
CLS vs MDT
+20.2%
-49.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.1% | -15.2% | -5.3% |
| 7D | -21.1% | +10.7% | -31.9% | -15.8% |
| 30D | -38.2% | +19.3% | -57.5% | -31.3% |
| 3M | -36.3% | +22.8% | -59.1% | -28.6% |
| 6M | -43.8% | +36.4% | -80.2% | -34.9% |
| YTD | -20.0% | +12.1% | -32.1% | -3.6% |
| 1Y | -29.6% | +19.9% | -49.5% | -18.7% |
| All | -29.6% | +20.2% | -49.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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