-19.5%
MDT vs CAG
-41.8%
+22.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | -0.3% | -6.6% | +6.3% | +1.6% |
| 30D | +2.8% | +2.3% | +0.5% | +2.1% |
| 3M | +13.1% | +16.3% | -3.2% | +8.3% |
| 6M | +2.3% | -16.0% | +18.4% | +6.9% |
| YTD | -2.7% | -7.7% | +5.0% | -1.3% |
| 1Y | +0.9% | -16.0% | +16.9% | +5.0% |
| 3Y | +26.8% | -37.7% | +64.5% | +42.8% |
| 5Y | -19.5% | -41.2% | +21.8% | -8.0% |
| All | -19.5% | -41.8% | +22.3% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling