-19.5%
MDT vs CME
+75.4%
-94.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +2.8% | +4.2% | -1.4% | +1.8% |
| 3M | +13.1% | +7.3% | +5.8% | +11.1% |
| 6M | +2.3% | -11.4% | +13.7% | +4.8% |
| YTD | -2.7% | +3.5% | -6.2% | -4.1% |
| 1Y | +0.9% | +8.6% | -7.7% | -1.9% |
| 3Y | +26.8% | +51.6% | -24.7% | +10.3% |
| 5Y | -19.5% | +75.3% | -94.7% | -37.1% |
| All | -19.5% | +75.4% | -94.9% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling