+70.1%
MDT vs CFG
+216.2%
-146.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.7% |
| 7D | +1.0% | +3.2% | -2.2% | +0.1% |
| 30D | +9.2% | +5.1% | +4.0% | +7.6% |
| 3M | +14.5% | -11.2% | +25.7% | +18.4% |
| 6M | +37.3% | +9.6% | +27.7% | +33.5% |
| YTD | +9.8% | +15.0% | -5.1% | +4.9% |
| 1Y | +10.5% | +29.9% | -19.3% | +1.9% |
| 3Y | +57.4% | +192.1% | -134.7% | +11.1% |
| 5Y | +1.2% | +62.3% | -61.1% | -17.0% |
| All | +70.1% | +216.2% | -146.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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