+19.9%
MDT vs CNC
+122.0%
-102.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.6% | -6.5% | +4.8% |
| 7D | +10.7% | +13.4% | -2.6% | +9.3% |
| 30D | +19.3% | +18.2% | +1.1% | +17.5% |
| 3M | +22.8% | +18.6% | +4.1% | +20.9% |
| 6M | +36.4% | +41.9% | -5.5% | +32.8% |
| YTD | +12.1% | +84.7% | -72.7% | +6.9% |
| 1Y | +19.9% | +110.5% | -90.6% | +11.8% |
| All | +19.9% | +122.0% | -102.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling