+40.3%
MDT vs CF
+569.3%
-529.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.7% |
| 7D | +3.2% | +6.0% | -2.8% | +2.2% |
| 30D | +9.5% | +14.8% | -5.3% | +7.0% |
| 3M | +16.0% | +14.1% | +1.9% | +13.2% |
| 6M | +0.2% | +28.5% | -28.3% | -5.3% |
| YTD | -0.3% | +74.9% | -75.2% | -11.1% |
| 1Y | +4.7% | +61.7% | -57.0% | -5.4% |
| 3Y | +26.5% | +80.3% | -53.8% | +9.7% |
| 5Y | -18.2% | +226.0% | -244.2% | -41.5% |
| All | +40.3% | +569.3% | -529.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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