+27.5%
MDT vs CPB
-40.5%
+68.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.3% |
| 7D | +0.4% | -8.2% | +8.6% | +2.3% |
| 30D | +6.0% | -5.6% | +11.6% | +7.2% |
| 3M | +15.5% | +3.0% | +12.6% | +14.4% |
| 6M | +3.4% | -12.7% | +16.1% | +6.2% |
| YTD | -2.2% | -18.0% | +15.8% | +1.8% |
| 1Y | +2.6% | -31.7% | +34.3% | +11.4% |
| 3Y | +27.5% | -41.0% | +68.5% | +42.9% |
| All | +27.5% | -40.5% | +68.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling