+36.7%
CLS vs MDT
+2.2%
+34.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +0.8% |
| 7D | +20.1% | -0.3% | +20.4% | +19.9% |
| 30D | +6.0% | +2.8% | +3.3% | +7.6% |
| 3M | -10.3% | +13.1% | -23.4% | -4.2% |
| 6M | +24.5% | +2.3% | +22.2% | +33.2% |
| YTD | +12.9% | -2.7% | +15.5% | +19.1% |
| 1Y | +36.7% | +0.9% | +35.8% | +63.8% |
| All | +36.7% | +2.2% | +34.5% | +63.8% |
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