+107.7%
COST vs MDT
-19.5%
+127.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.2% | -3.4% | +2.2% | -0.3% |
| 30D | -4.7% | +0.2% | -4.9% | -4.8% |
| 3M | -7.1% | +14.3% | -21.4% | -10.3% |
| 6M | -8.5% | +4.0% | -12.5% | -9.8% |
| YTD | +5.4% | -3.7% | +9.1% | +5.8% |
| 1Y | -5.6% | -0.4% | -5.3% | -6.3% |
| 3Y | +68.5% | +23.3% | +45.2% | +55.8% |
| All | +107.7% | -19.5% | +127.2% | +107.8% |
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 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