+8,795.5%
MDT vs COO
+5,493.5%
+3,302.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | +3.5% | +4.3% | -0.8% | +3.2% |
| 30D | +16.2% | +17.6% | -1.4% | +14.6% |
| 3M | +18.9% | -13.9% | +32.8% | +20.3% |
| 6M | +37.3% | +6.6% | +30.8% | +36.4% |
| YTD | +9.7% | -22.0% | +31.7% | +11.9% |
| 1Y | +15.2% | -8.8% | +24.0% | +15.9% |
| 3Y | +61.8% | -21.5% | +83.3% | +64.0% |
| 5Y | -1.4% | -41.0% | +39.6% | +2.0% |
| 10Y | +61.6% | +40.9% | +20.7% | +58.2% |
| All | +8,795.5% | +5,493.5% | +3,302.0% | +7,578.5% |
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