+4.7%
MDT vs CL
+8.2%
-3.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +3.2% | -2.2% | +5.4% | +3.9% |
| 30D | +9.5% | -4.8% | +14.3% | +11.1% |
| 3M | +16.0% | +4.9% | +11.1% | +15.0% |
| 6M | +0.2% | -5.7% | +5.9% | +1.8% |
| YTD | -0.3% | +14.4% | -14.7% | -2.7% |
| 1Y | +4.7% | +8.7% | -4.0% | +4.6% |
| All | +4.7% | +8.2% | -3.5% | +4.6% |
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