+276.7%
MDT vs CG
+295.0%
-18.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -3.2% | -3.8% | +0.6% | -2.4% |
| 30D | +10.5% | +7.5% | +3.0% | +8.6% |
| 3M | +13.0% | -14.4% | +27.3% | +16.7% |
| 6M | +38.7% | -15.7% | +54.3% | +43.2% |
| YTD | +8.5% | -29.0% | +37.5% | +15.7% |
| 1Y | +10.0% | -22.1% | +32.1% | +14.6% |
| 3Y | +58.6% | +49.1% | +9.5% | +33.9% |
| 5Y | -0.3% | -18.4% | +18.1% | -4.7% |
| 10Y | +61.3% | +295.1% | -233.8% | +3.3% |
| All | +276.7% | +295.0% | -18.3% | +132.7% |
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 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