+215.0%
MDT vs CNC
+5,287.0%
-5,071.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.3% | -4.9% | +4.6% | +0.5% |
| 30D | +2.8% | -3.8% | +6.5% | +3.3% |
| 3M | +13.1% | -3.2% | +16.3% | +13.3% |
| 6M | +2.3% | +47.9% | -45.5% | -4.9% |
| YTD | -2.7% | +55.7% | -58.4% | -10.6% |
| 1Y | +0.9% | +106.2% | -105.4% | -12.0% |
| 3Y | +26.8% | -2.1% | +28.9% | +20.7% |
| 5Y | -19.5% | +3.4% | -22.8% | -24.8% |
| 10Y | +40.6% | +91.7% | -51.1% | +16.7% |
| All | +215.0% | +5,287.0% | -5,071.9% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling