+37.0%
MDT vs CMI
+516.5%
-479.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +0.2% | -12.4% | +12.6% | +4.0% |
| 3M | +14.3% | -14.8% | +29.0% | +18.5% |
| 6M | +4.0% | +0.8% | +3.2% | +1.3% |
| YTD | -3.7% | +10.2% | -13.9% | -9.7% |
| 1Y | -0.4% | +37.4% | -37.8% | -13.8% |
| 3Y | +23.3% | +153.3% | -130.0% | -17.1% |
| 5Y | -18.9% | +167.6% | -186.5% | -47.8% |
| All | +37.0% | +516.5% | -479.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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