+7,983.2%
MDT vs COO
+5,988.7%
+1,994.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +3.2% | -2.2% | +5.4% | +3.4% |
| 30D | +9.5% | -7.0% | +16.5% | +10.2% |
| 3M | +16.0% | +12.2% | +3.8% | +14.9% |
| 6M | +0.2% | -15.1% | +15.3% | +1.6% |
| YTD | -0.3% | -15.1% | +14.8% | +1.1% |
| 1Y | +4.7% | +2.3% | +2.4% | +4.5% |
| 3Y | +26.5% | -23.7% | +50.2% | +28.7% |
| 5Y | -18.2% | -38.9% | +20.7% | -15.6% |
| 10Y | +40.0% | +49.9% | -9.9% | +36.5% |
| All | +7,983.2% | +5,988.7% | +1,994.5% | +6,835.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling