+7,983.2%
MDT vs CL
+4,870.0%
+3,113.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | +3.2% | -2.2% | +5.4% | +4.1% |
| 30D | +9.5% | -4.8% | +14.3% | +11.5% |
| 3M | +16.0% | +4.9% | +11.1% | +13.8% |
| 6M | +0.2% | -5.7% | +5.9% | +2.1% |
| YTD | -0.3% | +14.4% | -14.7% | -5.7% |
| 1Y | +4.7% | +8.7% | -4.0% | +0.8% |
| 3Y | +26.5% | +30.0% | -3.4% | +12.9% |
| 5Y | -18.2% | +28.4% | -46.6% | -27.1% |
| 10Y | +40.0% | +50.1% | -10.1% | +15.9% |
| All | +7,983.2% | +4,870.0% | +3,113.2% | +1,575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling