+60.0%
MDT vs CB
+246.9%
-187.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | +14.8% | +8.2% | +6.6% | +10.7% |
| 3M | +14.6% | +6.3% | +8.3% | +11.3% |
| 6M | +35.7% | +16.2% | +19.5% | +26.2% |
| YTD | +8.5% | +19.3% | -10.9% | -0.8% |
| 1Y | +13.3% | +29.2% | -15.9% | -0.4% |
| 3Y | +58.6% | +71.4% | -12.9% | +20.0% |
| 5Y | -2.6% | +104.2% | -106.9% | -33.8% |
| 10Y | +60.0% | +246.7% | -186.7% | -18.7% |
| All | +60.0% | +246.9% | -187.0% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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