-20.1%
MDT vs CP
+34.0%
-54.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +0.4% | +2.4% | -2.0% | -0.3% |
| 30D | +6.0% | -0.5% | +6.5% | +6.1% |
| 3M | +15.5% | +1.4% | +14.1% | +14.9% |
| 6M | +3.4% | +10.3% | -6.9% | +0.2% |
| YTD | -2.2% | +24.3% | -26.5% | -8.7% |
| 1Y | +2.6% | +20.4% | -17.9% | -3.4% |
| 3Y | +27.5% | +21.8% | +5.7% | +17.3% |
| 5Y | -20.1% | +31.5% | -51.6% | -30.5% |
| All | -20.1% | +34.0% | -54.1% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling