+19.9%
MDT vs CL
+33.4%
-13.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.9% | +4.8% |
| 7D | +10.7% | +7.7% | +3.0% | +7.7% |
| 30D | +19.3% | +15.2% | +4.1% | +13.5% |
| 3M | +22.8% | +7.3% | +15.4% | +19.3% |
| 6M | +36.4% | +17.0% | +19.4% | +29.6% |
| YTD | +12.1% | +28.0% | -15.9% | +6.6% |
| 1Y | +19.9% | +32.1% | -12.2% | +12.4% |
| All | +19.9% | +33.4% | -13.5% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling