+39.1%
MDT vs CL
+51.8%
-12.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +0.4% | -1.4% | +1.7% | +1.0% |
| 30D | +6.0% | -5.2% | +11.2% | +8.4% |
| 3M | +15.5% | +3.3% | +12.2% | +13.9% |
| 6M | +3.4% | -4.4% | +7.8% | +5.0% |
| YTD | -2.2% | +13.9% | -16.1% | -8.1% |
| 1Y | +2.6% | +7.6% | -5.1% | -1.4% |
| 3Y | +27.5% | +29.6% | -2.1% | +11.0% |
| 5Y | -20.1% | +28.1% | -48.1% | -30.6% |
| 10Y | +39.1% | +53.4% | -14.3% | +12.3% |
| All | +39.1% | +51.8% | -12.8% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling