-20.1%
MDT vs COO
-39.5%
+19.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.9% |
| 7D | +0.4% | -2.3% | +2.7% | +1.2% |
| 30D | +6.0% | -8.8% | +14.8% | +9.6% |
| 3M | +15.5% | +1.3% | +14.2% | +15.1% |
| 6M | +3.4% | -11.6% | +15.0% | +7.7% |
| YTD | -2.2% | -17.4% | +15.3% | +4.1% |
| 1Y | +2.6% | -1.6% | +4.2% | +2.5% |
| 3Y | +27.5% | -22.6% | +50.2% | +33.7% |
| 5Y | -20.1% | -40.3% | +20.3% | -4.9% |
| All | -20.1% | -39.5% | +19.4% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling