+110.7%
COP vs MDT
-2.0%
+112.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -8.4% | +3.5% | -11.9% | -9.2% |
| 30D | +0.3% | +16.2% | -15.9% | -3.4% |
| 3M | +15.1% | +18.9% | -3.8% | +10.2% |
| 6M | +19.8% | +37.3% | -17.6% | +10.3% |
| YTD | +46.8% | +9.7% | +37.1% | +43.1% |
| 1Y | +59.7% | +15.2% | +44.6% | +53.4% |
| 3Y | +28.7% | +61.8% | -33.1% | +11.3% |
| 5Y | +110.7% | -1.4% | +112.1% | +116.5% |
| All | +110.7% | -2.0% | +112.7% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling