+99.3%
MDT vs CFG
+396.4%
-297.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | +1.5% | +1.7% | +2.8% |
| 30D | +9.5% | -3.8% | +13.3% | +10.6% |
| 3M | +16.0% | +11.5% | +4.5% | +12.3% |
| 6M | +0.2% | +19.2% | -19.0% | -4.9% |
| YTD | -0.3% | +23.7% | -24.0% | -6.6% |
| 1Y | +4.7% | +38.8% | -34.1% | -5.3% |
| 3Y | +26.5% | +178.9% | -152.4% | -9.1% |
| 5Y | -18.2% | +101.8% | -120.0% | -37.2% |
| 10Y | +40.0% | +317.3% | -277.2% | -23.6% |
| All | +99.3% | +396.4% | -297.1% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling