+38.0%
MDT vs CG
+321.9%
-283.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -1.6% | -9.8% | +8.2% | +0.9% |
| 30D | +1.0% | -10.3% | +11.3% | +3.6% |
| 3M | +15.2% | -1.7% | +16.9% | +15.1% |
| 6M | +3.7% | -9.8% | +13.5% | +5.4% |
| YTD | -3.0% | -25.6% | +22.6% | +3.0% |
| 1Y | +2.5% | -32.5% | +35.0% | +11.2% |
| 3Y | +26.5% | +45.6% | -19.2% | +4.7% |
| 5Y | -18.3% | +3.7% | -21.9% | -28.0% |
| All | +38.0% | +321.9% | -283.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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