+19.9%
MDT vs CNP
+8.7%
+11.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.5% | +9.7% | +6.6% |
| 7D | +10.7% | -1.3% | +12.1% | +10.7% |
| 30D | +19.3% | +8.7% | +10.6% | +17.3% |
| 3M | +22.8% | -0.7% | +23.5% | +22.7% |
| 6M | +36.4% | -4.2% | +40.5% | +37.5% |
| YTD | +12.1% | +8.9% | +3.2% | +12.9% |
| 1Y | +19.9% | +8.3% | +11.6% | +21.6% |
| All | +19.9% | +8.7% | +11.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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