+38.4%
MDT vs CNP
+141.0%
-102.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | +2.8% | -0.1% | +2.8% | +2.7% |
| 3M | +13.1% | -5.6% | +18.7% | +15.6% |
| 6M | +2.3% | -7.5% | +9.8% | +5.3% |
| YTD | -2.7% | +5.5% | -8.2% | -5.3% |
| 1Y | +0.9% | +8.3% | -7.5% | -3.0% |
| 3Y | +26.8% | +51.8% | -24.9% | +4.6% |
| 5Y | -19.5% | +69.9% | -89.3% | -37.3% |
| All | +38.4% | +141.0% | -102.6% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling