+67.0%
MDT vs CME
+305.5%
-238.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.7% | +2.7% | -6.4% | -4.7% |
| 30D | +8.6% | +13.5% | -4.9% | +3.2% |
| 3M | +12.2% | +20.9% | -8.7% | +3.8% |
| 6M | +33.7% | +11.5% | +22.2% | +27.2% |
| YTD | +7.8% | +19.5% | -11.6% | -0.9% |
| 1Y | +8.9% | +17.2% | -8.3% | +0.8% |
| 3Y | +57.6% | +65.1% | -7.5% | +23.2% |
| 5Y | -0.7% | +73.1% | -73.8% | -25.4% |
| All | +67.0% | +305.5% | -238.5% | -11.2% |
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