-20.1%
MDT vs CFG
+100.9%
-121.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 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% | +13.1% |
| 6M | +3.4% | +22.2% | -18.9% | -1.3% |
| YTD | -2.2% | +22.3% | -24.5% | -6.8% |
| 1Y | +2.6% | +39.4% | -36.9% | -5.3% |
| 3Y | +27.5% | +188.5% | -161.0% | -2.0% |
| 5Y | -20.1% | +101.5% | -121.6% | -33.6% |
| All | -20.1% | +100.9% | -121.0% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling