+70.1%
MDT vs CME
+308.7%
-238.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +1.0% | +3.9% | -2.9% | -0.5% |
| 30D | +9.2% | +11.3% | -2.2% | +4.5% |
| 3M | +14.5% | +19.6% | -5.1% | +6.4% |
| 6M | +37.3% | +8.1% | +29.2% | +32.4% |
| YTD | +9.8% | +20.4% | -10.6% | +0.6% |
| 1Y | +10.5% | +16.5% | -6.0% | +2.6% |
| 3Y | +57.4% | +66.4% | -9.0% | +22.7% |
| 5Y | +1.2% | +74.5% | -73.3% | -24.3% |
| All | +70.1% | +308.7% | -238.6% | -9.8% |
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