-19.5%
MDT vs CG
+5.5%
-25.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | -0.3% | -6.4% | +6.1% | +0.8% |
| 30D | +2.8% | -7.1% | +9.8% | +3.9% |
| 3M | +13.1% | -1.6% | +14.7% | +13.0% |
| 6M | +2.3% | -8.3% | +10.7% | +3.3% |
| YTD | -2.7% | -23.8% | +21.1% | +1.1% |
| 1Y | +0.9% | -28.7% | +29.6% | +5.8% |
| 3Y | +26.8% | +49.2% | -22.3% | +9.3% |
| 5Y | -19.5% | +5.5% | -25.0% | -28.6% |
| All | -19.5% | +5.5% | -25.0% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling