+230.3%
MDT vs CME
+7,469.3%
-7,239.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | -1.6% | +4.8% | +3.6% |
| 30D | +9.5% | +6.2% | +3.3% | +7.9% |
| 3M | +16.0% | +10.4% | +5.6% | +13.0% |
| 6M | +0.2% | -9.5% | +9.7% | +2.2% |
| YTD | -0.3% | +6.0% | -6.3% | -2.2% |
| 1Y | +4.7% | +9.3% | -4.6% | +1.9% |
| 3Y | +26.5% | +57.7% | -31.1% | +11.9% |
| 5Y | -18.2% | +77.7% | -95.9% | -30.1% |
| 10Y | +40.0% | +281.2% | -241.2% | +2.0% |
| All | +230.3% | +7,469.3% | -7,239.0% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling