+40.6%
MDT vs CFG
+308.1%
-267.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +2.8% | -4.5% | +7.3% | +4.1% |
| 3M | +13.1% | +6.3% | +6.8% | +11.0% |
| 6M | +2.3% | +20.6% | -18.3% | -3.2% |
| YTD | -2.7% | +21.2% | -23.9% | -8.4% |
| 1Y | +0.9% | +38.2% | -37.3% | -8.7% |
| 3Y | +26.8% | +185.9% | -159.1% | -9.8% |
| 5Y | -19.5% | +97.0% | -116.4% | -37.8% |
| 10Y | +40.6% | +306.8% | -266.2% | -19.7% |
| All | +40.6% | +308.1% | -267.6% | -19.7% |
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