+57.4%
MDT vs CB
+74.1%
-16.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +1.0% | +2.9% | -1.9% | -0.1% |
| 30D | +9.2% | +7.3% | +1.9% | +6.4% |
| 3M | +14.5% | +9.4% | +5.1% | +10.8% |
| 6M | +37.3% | +19.6% | +17.7% | +28.9% |
| YTD | +9.8% | +21.5% | -11.7% | +2.3% |
| 1Y | +10.5% | +28.0% | -17.5% | +0.9% |
| 3Y | +57.4% | +74.9% | -17.4% | +35.7% |
| All | +57.4% | +74.1% | -16.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling