+4.7%
MDT vs CNC
+129.2%
-124.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.2% |
| 7D | +3.2% | +3.5% | -0.3% | +3.0% |
| 30D | +9.5% | +0.1% | +9.4% | +9.5% |
| 3M | +16.0% | +6.9% | +9.1% | +15.3% |
| 6M | +0.2% | +49.0% | -48.8% | -2.6% |
| YTD | -0.3% | +62.9% | -63.2% | -4.1% |
| 1Y | +4.7% | +134.0% | -129.3% | -4.4% |
| All | +4.7% | +129.2% | -124.5% | -4.4% |
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