+281.4%
MDT vs CG
+282.0%
-0.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.6% |
| 7D | +1.0% | +0.2% | +0.9% | +0.9% |
| 30D | +9.2% | +11.2% | -2.0% | +6.5% |
| 3M | +14.5% | -22.1% | +36.6% | +20.9% |
| 6M | +37.3% | -17.9% | +55.2% | +42.6% |
| YTD | +9.8% | -31.3% | +41.1% | +18.0% |
| 1Y | +10.5% | -24.0% | +34.5% | +15.7% |
| 3Y | +57.4% | +45.0% | +12.5% | +33.7% |
| 5Y | +1.2% | -22.6% | +23.8% | -2.0% |
| 10Y | +63.2% | +282.1% | -218.9% | +5.4% |
| All | +281.4% | +282.0% | -0.7% | +137.3% |
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