+7,983.2%
MDT vs CP
+7,669.4%
+313.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | -2.7% | +5.9% | +3.9% |
| 30D | +9.5% | +0.2% | +9.3% | +9.4% |
| 3M | +16.0% | +2.6% | +13.4% | +15.1% |
| 6M | +0.2% | +6.0% | -5.8% | -1.5% |
| YTD | -0.3% | +24.9% | -25.2% | -6.5% |
| 1Y | +4.7% | +20.1% | -15.4% | -0.8% |
| 3Y | +26.5% | +16.4% | +10.2% | +19.3% |
| 5Y | -18.2% | +31.7% | -49.9% | -26.1% |
| 10Y | +40.0% | +223.9% | -183.8% | -0.8% |
| All | +7,983.2% | +7,669.4% | +313.8% | +2,239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling