+61.3%
MDT vs CPB
-40.1%
+101.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.2% |
| 7D | -3.2% | -4.1% | +0.9% | -2.6% |
| 30D | +10.5% | +16.9% | -6.4% | +8.1% |
| 3M | +13.0% | -0.6% | +13.5% | +12.8% |
| 6M | +38.7% | +11.4% | +27.3% | +36.2% |
| YTD | +8.5% | -14.8% | +23.3% | +10.2% |
| 1Y | +10.0% | -24.8% | +34.8% | +13.6% |
| 3Y | +58.6% | -36.6% | +95.2% | +66.9% |
| 5Y | -0.3% | -33.3% | +33.1% | +4.3% |
| 10Y | +61.3% | -40.4% | +101.6% | +87.4% |
| All | +61.3% | -40.1% | +101.4% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling