+164.7%
MDT vs CNH
+42.8%
+121.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -3.2% | +6.7% | -9.9% | -4.7% |
| 30D | +10.5% | +7.2% | +3.3% | +8.6% |
| 3M | +13.0% | +17.5% | -4.5% | +8.3% |
| 6M | +38.7% | +15.0% | +23.7% | +32.7% |
| YTD | +8.5% | +36.8% | -28.3% | -0.9% |
| 1Y | +10.0% | +27.6% | -17.6% | +1.9% |
| 3Y | +58.6% | +34.3% | +24.3% | +41.2% |
| 5Y | -0.3% | -12.2% | +11.9% | -4.2% |
| 10Y | +61.3% | +113.9% | -52.6% | +16.2% |
| All | +164.7% | +42.8% | +121.9% | +97.4% |
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