+8,639.7%
MDT vs CNP
+1,888.5%
+6,751.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.7% | +2.5% | -6.1% | -4.2% |
| 30D | +8.6% | +4.0% | +4.5% | +7.6% |
| 3M | +12.2% | +1.6% | +10.5% | +11.6% |
| 6M | +33.7% | -1.7% | +35.4% | +34.0% |
| YTD | +7.8% | +8.6% | -0.8% | +5.6% |
| 1Y | +8.9% | +5.8% | +3.1% | +7.3% |
| 3Y | +57.6% | +63.0% | -5.4% | +41.3% |
| 5Y | -0.7% | +74.7% | -75.3% | -12.4% |
| 10Y | +60.3% | +143.7% | -83.4% | +29.4% |
| All | +8,639.7% | +1,888.5% | +6,751.2% | +3,477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling