+55.5%
MDT vs CG
+51.4%
+4.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -3.2% | -3.8% | +0.6% | -2.8% |
| 30D | +10.5% | +7.5% | +3.0% | +9.6% |
| 3M | +13.0% | -14.4% | +27.3% | +14.6% |
| 6M | +38.7% | -15.7% | +54.3% | +40.7% |
| YTD | +8.5% | -29.0% | +37.5% | +11.7% |
| 1Y | +10.0% | -22.1% | +32.1% | +12.0% |
| All | +55.5% | +51.4% | +4.2% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling