-2.9%
MDT vs CB
+101.1%
-104.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.2% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +19.1% | +9.1% | +10.0% | +15.3% |
| 3M | +19.5% | +3.4% | +16.0% | +18.0% |
| 6M | +33.5% | +14.1% | +19.4% | +27.0% |
| YTD | +8.7% | +18.0% | -9.3% | +1.8% |
| 1Y | +16.8% | +30.1% | -13.4% | +5.2% |
| 3Y | +53.0% | +71.8% | -18.8% | +23.1% |
| All | -2.9% | +101.1% | -104.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling