+4.7%
MDT vs CNH
+29.2%
-24.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.8% |
| 7D | +3.2% | +23.3% | -20.1% | +1.4% |
| 30D | +9.5% | +33.5% | -23.9% | +6.8% |
| 3M | +16.0% | +32.7% | -16.7% | +13.0% |
| 6M | +0.2% | +22.2% | -22.0% | -2.2% |
| YTD | -0.3% | +57.7% | -58.0% | -5.8% |
| 1Y | +4.7% | +28.0% | -23.3% | +1.8% |
| All | +4.7% | +29.2% | -24.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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