+246.3%
MDT vs CG
+351.2%
-104.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.5% |
| 7D | +3.2% | -4.3% | +7.5% | +4.2% |
| 30D | +9.5% | -5.1% | +14.6% | +10.7% |
| 3M | +16.0% | +8.7% | +7.3% | +13.3% |
| 6M | +0.2% | -9.2% | +9.4% | +1.7% |
| YTD | -0.3% | -18.9% | +18.6% | +3.3% |
| 1Y | +4.7% | -25.6% | +30.4% | +10.3% |
| 3Y | +26.5% | +57.3% | -30.7% | +5.8% |
| 5Y | -18.2% | +10.2% | -28.3% | -27.6% |
| 10Y | +40.0% | +364.2% | -324.2% | -13.3% |
| All | +246.3% | +351.2% | -104.9% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling