+67.0%
MDT vs CNP
+145.0%
-78.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.7% | +2.5% | -6.1% | -4.6% |
| 30D | +8.6% | +4.0% | +4.5% | +6.7% |
| 3M | +12.2% | +1.6% | +10.5% | +11.1% |
| 6M | +33.7% | -1.7% | +35.4% | +34.1% |
| YTD | +7.8% | +8.6% | -0.8% | +3.5% |
| 1Y | +8.9% | +5.8% | +3.1% | +5.6% |
| 3Y | +57.6% | +63.0% | -5.4% | +26.1% |
| 5Y | -0.7% | +74.7% | -75.3% | -23.7% |
| All | +67.0% | +145.0% | -78.0% | +2.8% |
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