-35.3%
CLS vs MDT
+15.5%
-50.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.9% | +8.4% |
| 7D | -10.6% | +3.5% | -14.1% | -8.3% |
| 30D | -38.4% | +16.2% | -54.6% | -32.8% |
| 3M | -29.9% | +18.9% | -48.8% | -22.8% |
| 6M | -40.6% | +37.3% | -78.0% | -33.3% |
| YTD | -24.6% | +9.7% | -34.3% | -9.9% |
| All | -35.3% | +15.5% | -50.8% | -24.6% |
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