+8,709.8%
MDT vs CL
+5,337.0%
+3,372.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.4% |
| 3M | +19.5% | +4.4% | +15.0% | +17.6% |
| 6M | +33.5% | +10.8% | +22.7% | +28.2% |
| YTD | +8.7% | +25.1% | -16.4% | -0.6% |
| 1Y | +16.8% | +28.0% | -11.2% | +5.9% |
| 3Y | +53.0% | +37.6% | +15.4% | +33.8% |
| 5Y | -2.9% | +39.7% | -42.6% | -16.1% |
| 10Y | +61.4% | +75.8% | -14.4% | +26.2% |
| All | +8,709.8% | +5,337.0% | +3,372.8% | +1,666.4% |
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