+3,907.8%
MDT vs CB
+7,037.7%
-3,129.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.4% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +19.1% | +9.1% | +10.0% | +16.3% |
| 3M | +19.5% | +3.4% | +16.0% | +18.4% |
| 6M | +33.5% | +14.1% | +19.4% | +28.6% |
| YTD | +8.7% | +18.0% | -9.3% | +3.6% |
| 1Y | +16.8% | +30.1% | -13.4% | +8.3% |
| 3Y | +53.0% | +71.8% | -18.8% | +30.8% |
| 5Y | -2.9% | +101.8% | -104.7% | -21.0% |
| 10Y | +61.4% | +252.1% | -190.7% | +12.2% |
| All | +3,907.8% | +7,037.7% | -3,129.9% | +1,452.1% |
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