+39.1%
MDT vs CB
+214.7%
-175.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.2% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +6.0% | -3.9% | +9.9% | +7.9% |
| 3M | +15.5% | +4.9% | +10.6% | +12.7% |
| 6M | +3.4% | +3.3% | +0.1% | +1.5% |
| YTD | -2.2% | +8.5% | -10.7% | -6.4% |
| 1Y | +2.6% | +22.1% | -19.5% | -7.5% |
| 3Y | +27.5% | +70.1% | -42.6% | -3.5% |
| 5Y | -20.1% | +97.4% | -117.5% | -45.0% |
| 10Y | +39.1% | +216.8% | -177.8% | -25.3% |
| All | +39.1% | +214.7% | -175.6% | -25.3% |
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