+40.6%
MDT vs COO
+36.7%
+3.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +2.3% |
| 7D | -0.3% | -9.0% | +8.6% | +3.9% |
| 30D | +2.8% | -16.8% | +19.6% | +11.5% |
| 3M | +13.1% | -7.5% | +20.6% | +17.0% |
| 6M | +2.3% | -16.3% | +18.6% | +10.4% |
| YTD | -2.7% | -22.5% | +19.9% | +8.5% |
| 1Y | +0.9% | -7.0% | +7.8% | +3.0% |
| 3Y | +26.8% | -27.5% | +54.3% | +38.5% |
| 5Y | -19.5% | -43.3% | +23.9% | -1.4% |
| 10Y | +40.6% | +37.6% | +3.0% | +5.0% |
| All | +40.6% | +36.7% | +3.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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