+61.8%
MDT vs CNH
+32.9%
+28.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | -0.3% |
| 7D | +3.5% | +8.6% | -5.0% | +2.4% |
| 30D | +16.2% | +12.6% | +3.6% | +14.4% |
| 3M | +18.9% | +17.5% | +1.4% | +16.3% |
| 6M | +37.3% | +18.1% | +19.2% | +33.9% |
| YTD | +9.7% | +40.4% | -30.6% | +4.0% |
| 1Y | +15.2% | +34.0% | -18.8% | +9.7% |
| 3Y | +61.8% | +35.3% | +26.5% | +60.2% |
| All | +61.8% | +32.9% | +28.9% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling