+61.6%
MDT vs CF
+546.3%
-484.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.6% |
| 30D | +16.2% | +6.9% | +9.2% | +14.8% |
| 3M | +18.9% | +4.8% | +14.1% | +17.6% |
| 6M | +37.3% | +4.7% | +32.7% | +35.4% |
| YTD | +9.7% | +56.5% | -46.7% | -0.8% |
| 1Y | +15.2% | +48.4% | -33.2% | +5.0% |
| 3Y | +61.8% | +59.1% | +2.6% | +42.8% |
| 5Y | -1.4% | +109.5% | -110.9% | -22.5% |
| 10Y | +61.6% | +487.0% | -425.4% | -6.5% |
| All | +61.6% | +546.3% | -484.7% | -6.5% |
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