+27.5%
MDT vs CFG
+193.0%
-165.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +0.4% | +2.7% | -2.3% | -0.2% |
| 30D | +6.0% | -3.7% | +9.7% | +6.8% |
| 3M | +15.5% | +9.5% | +6.1% | +13.3% |
| 6M | +3.4% | +22.2% | -18.9% | -0.9% |
| YTD | -2.2% | +22.3% | -24.5% | -6.5% |
| 1Y | +2.6% | +39.4% | -36.9% | -4.6% |
| 3Y | +27.5% | +188.5% | -161.0% | +2.9% |
| All | +27.5% | +193.0% | -165.5% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling