-0.3%
MDT vs CPB
-33.9%
+33.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -3.2% | -4.1% | +0.9% | -2.3% |
| 30D | +10.5% | +16.9% | -6.4% | +6.9% |
| 3M | +13.0% | -0.6% | +13.5% | +12.7% |
| 6M | +38.7% | +11.4% | +27.3% | +35.0% |
| YTD | +8.5% | -14.8% | +23.3% | +11.2% |
| 1Y | +10.0% | -24.8% | +34.8% | +15.7% |
| 3Y | +58.6% | -36.6% | +95.2% | +71.9% |
| 5Y | -0.3% | -33.3% | +33.1% | +6.5% |
| All | -0.3% | -33.9% | +33.6% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling