+8,801.5%
MDT vs CPB
+359.2%
+8,442.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.0% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | +9.2% | +19.2% | -10.1% | +4.4% |
| 3M | +14.5% | -0.9% | +15.4% | +14.4% |
| 6M | +37.3% | +15.2% | +22.1% | +31.8% |
| YTD | +9.8% | -13.1% | +22.9% | +12.7% |
| 1Y | +10.5% | -22.4% | +33.0% | +16.6% |
| 3Y | +57.4% | -35.3% | +92.7% | +72.0% |
| 5Y | +1.2% | -33.0% | +34.1% | +8.1% |
| 10Y | +63.2% | -39.2% | +102.4% | +70.0% |
| All | +8,801.5% | +359.2% | +8,442.3% | +4,524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling