+24.2%
MDT vs CAG
-39.3%
+63.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | -1.6% | -5.9% | +4.3% | 0.0% |
| 30D | +1.0% | -1.5% | +2.6% | +1.4% |
| 3M | +15.2% | +11.5% | +3.7% | +11.6% |
| 6M | +3.7% | -15.7% | +19.4% | +8.2% |
| YTD | -3.0% | -10.2% | +7.2% | -0.8% |
| 1Y | +2.5% | -18.1% | +20.5% | +7.4% |
| All | +24.2% | -39.3% | +63.5% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling