+70.1%
MDT vs CL
+88.0%
-17.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.1% |
| 7D | +1.0% | +3.2% | -2.2% | -0.4% |
| 30D | +9.2% | +8.0% | +1.1% | +5.6% |
| 3M | +14.5% | +7.9% | +6.6% | +10.8% |
| 6M | +37.3% | +14.7% | +22.6% | +29.1% |
| YTD | +9.8% | +29.2% | -19.3% | -2.3% |
| 1Y | +10.5% | +29.5% | -19.0% | -1.9% |
| 3Y | +57.4% | +40.7% | +16.8% | +32.6% |
| 5Y | +1.2% | +43.9% | -42.7% | -16.4% |
| All | +70.1% | +88.0% | -17.9% | +27.3% |
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