+4,492.0%
COP vs MDT
+7,952.5%
-3,460.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +3.0% | +3.2% | -0.2% | +2.0% |
| 30D | +17.5% | +9.5% | +8.0% | +14.4% |
| 3M | +13.4% | +16.0% | -2.6% | +8.2% |
| 6M | +17.7% | +0.2% | +17.5% | +16.8% |
| YTD | +46.6% | -0.3% | +46.9% | +45.6% |
| 1Y | +44.6% | +4.7% | +39.9% | +41.3% |
| 3Y | +20.7% | +26.5% | -5.8% | +10.5% |
| 5Y | +185.0% | -18.2% | +203.2% | +193.7% |
| 10Y | +347.0% | +40.0% | +307.0% | +301.7% |
| All | +4,492.0% | +7,952.5% | -3,460.5% | +2,297.3% |
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