+70.1%
MDT vs CNH
+106.0%
-35.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.0% | +3.0% | -2.0% | +0.2% |
| 30D | +9.2% | -0.6% | +9.7% | +9.0% |
| 3M | +14.5% | +14.6% | -0.1% | +10.0% |
| 6M | +37.3% | +11.8% | +25.5% | +31.8% |
| YTD | +9.8% | +30.4% | -20.6% | +0.6% |
| 1Y | +10.5% | +19.1% | -8.5% | +3.5% |
| 3Y | +57.4% | +30.2% | +27.3% | +39.3% |
| 5Y | +1.2% | -17.8% | +19.0% | -1.6% |
| All | +70.1% | +106.0% | -35.9% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling