+70.1%
MDT vs CAG
-37.3%
+107.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.6% |
| 7D | +1.0% | -3.3% | +4.4% | +1.8% |
| 30D | +9.2% | +7.7% | +1.5% | +7.5% |
| 3M | +14.5% | -3.2% | +17.7% | +15.1% |
| 6M | +37.3% | +7.0% | +30.3% | +35.0% |
| YTD | +9.8% | -9.0% | +18.8% | +11.2% |
| 1Y | +10.5% | -9.6% | +20.1% | +12.0% |
| 3Y | +57.4% | -36.0% | +93.4% | +70.0% |
| 5Y | +1.2% | -40.9% | +42.0% | +10.5% |
| All | +70.1% | -37.3% | +107.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling