+3,231.7%
CLS vs MDT
+390.1%
+2,841.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +4.6% | +3.2% | +1.3% | +3.2% |
| 30D | -13.9% | +9.5% | -23.4% | -17.5% |
| 3M | -26.6% | +16.0% | -42.5% | -32.2% |
| 6M | +15.4% | +0.2% | +15.2% | +13.4% |
| YTD | +5.7% | -0.3% | +5.9% | +3.7% |
| 1Y | +41.1% | +4.7% | +36.4% | +34.5% |
| 3Y | +1,228.6% | +26.5% | +1,202.0% | +1,027.2% |
| 5Y | +3,240.6% | -18.2% | +3,258.8% | +3,340.5% |
| 10Y | +2,760.3% | +40.0% | +2,720.3% | +2,197.4% |
| All | +3,231.7% | +390.1% | +2,841.6% | +1,181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling