-2.9%
MDT vs CF
+120.6%
-123.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | +5.4% | -3.2% | +8.6% | +5.6% |
| 30D | +19.1% | +4.3% | +14.7% | +18.8% |
| 3M | +19.5% | +2.8% | +16.6% | +19.2% |
| 6M | +33.5% | +0.6% | +32.8% | +33.2% |
| YTD | +8.7% | +56.6% | -47.9% | +4.5% |
| 1Y | +16.8% | +49.6% | -32.8% | +12.7% |
| 3Y | +53.0% | +61.5% | -8.5% | +45.5% |
| All | -2.9% | +120.6% | -123.5% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling