+3,577.3%
MDT vs CB
+6,559.4%
-2,982.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.1% | +1.7% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +9.5% | -3.1% | +12.6% | +10.4% |
| 3M | +16.0% | +9.0% | +7.0% | +13.1% |
| 6M | +0.2% | +2.9% | -2.6% | -0.7% |
| YTD | -0.3% | +10.1% | -10.4% | -3.2% |
| 1Y | +4.7% | +22.8% | -18.1% | -1.5% |
| 3Y | +26.5% | +73.8% | -47.3% | +7.8% |
| 5Y | -18.2% | +99.2% | -117.4% | -33.3% |
| 10Y | +40.0% | +218.2% | -178.2% | -0.2% |
| All | +3,577.3% | +6,559.4% | -2,982.2% | +1,350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling