+38.0%
MDT vs CME
+280.4%
-242.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -0.7% |
| 30D | +1.0% | +6.2% | -5.1% | -1.4% |
| 3M | +15.2% | +4.4% | +10.8% | +12.9% |
| 6M | +3.7% | -9.6% | +13.3% | +7.2% |
| YTD | -3.0% | +3.8% | -6.8% | -5.5% |
| 1Y | +2.5% | +9.5% | -7.1% | -2.7% |
| 3Y | +26.5% | +51.9% | -25.5% | +2.1% |
| 5Y | -18.3% | +78.7% | -97.0% | -40.1% |
| All | +38.0% | +280.4% | -242.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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