+61.8%
MDT vs CP
+30.2%
+31.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | +3.5% | +2.8% | +0.7% | +2.9% |
| 30D | +16.2% | +11.3% | +4.8% | +13.3% |
| 3M | +18.9% | +2.9% | +16.0% | +18.0% |
| 6M | +37.3% | +9.8% | +27.6% | +34.2% |
| YTD | +9.7% | +28.5% | -18.8% | +3.8% |
| 1Y | +15.2% | +33.5% | -18.3% | +8.0% |
| 3Y | +61.8% | +31.9% | +29.9% | +52.6% |
| All | +61.8% | +30.2% | +31.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling