+53.0%
MDT vs CL
+38.3%
+14.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.1% |
| 7D | +5.4% | +1.3% | +4.1% | +5.0% |
| 30D | +19.1% | +11.4% | +7.7% | +14.8% |
| 3M | +19.5% | +4.4% | +15.0% | +17.6% |
| 6M | +33.5% | +10.8% | +22.7% | +28.9% |
| YTD | +8.7% | +25.1% | -16.4% | +0.7% |
| 1Y | +16.8% | +28.0% | -11.2% | +7.3% |
| 3Y | +53.0% | +37.6% | +15.4% | +35.3% |
| All | +53.0% | +38.3% | +14.7% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling