+60.0%
MDT vs CFG
+230.2%
-170.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +14.8% | +2.8% | +12.0% | +13.9% |
| 3M | +14.6% | -10.1% | +24.6% | +18.0% |
| 6M | +35.7% | +3.2% | +32.5% | +34.2% |
| YTD | +8.5% | +14.2% | -5.7% | +3.9% |
| 1Y | +13.3% | +27.4% | -14.1% | +5.0% |
| 3Y | +58.6% | +187.6% | -129.0% | +12.6% |
| 5Y | -2.6% | +65.7% | -68.3% | -20.6% |
| 10Y | +60.0% | +219.7% | -159.7% | -1.8% |
| All | +60.0% | +230.2% | -170.2% | -1.8% |
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