+143.3%
MDT vs CNH
+64.7%
+78.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.3% |
| 7D | +3.2% | +23.3% | -20.1% | -1.5% |
| 30D | +9.5% | +33.5% | -23.9% | +2.5% |
| 3M | +16.0% | +32.7% | -16.7% | +8.3% |
| 6M | +0.2% | +22.2% | -22.0% | -5.2% |
| YTD | -0.3% | +57.7% | -58.0% | -11.3% |
| 1Y | +4.7% | +28.0% | -23.3% | -2.6% |
| 3Y | +26.5% | +11.5% | +15.0% | +18.6% |
| 5Y | -18.2% | +11.9% | -30.1% | -25.6% |
| 10Y | +40.0% | +162.8% | -122.8% | -2.8% |
| All | +143.3% | +64.7% | +78.6% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling