+1,753.0%
CLS vs MDT
+60.2%
+1,692.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.9% | +7.5% |
| 7D | -10.6% | +3.5% | -14.1% | -12.0% |
| 30D | -38.4% | +16.2% | -54.6% | -42.6% |
| 3M | -29.9% | +18.9% | -48.8% | -35.8% |
| 6M | -40.6% | +37.3% | -78.0% | -50.2% |
| YTD | -24.6% | +9.7% | -34.3% | -29.3% |
| 1Y | -30.8% | +15.2% | -46.0% | -36.7% |
| 3Y | +811.7% | +61.8% | +749.9% | +552.4% |
| 5Y | +1,838.4% | -1.4% | +1,839.8% | +1,772.3% |
| All | +1,753.0% | +60.2% | +1,692.9% | +1,266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling