+7,983.2%
MDT vs CPB
+325.7%
+7,657.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.0% |
| 7D | +3.2% | -8.6% | +11.8% | +5.5% |
| 30D | +9.5% | -7.2% | +16.8% | +11.4% |
| 3M | +16.0% | +0.9% | +15.1% | +15.3% |
| 6M | +0.2% | -11.8% | +12.0% | +2.8% |
| YTD | -0.3% | -19.4% | +19.1% | +4.4% |
| 1Y | +4.7% | -30.4% | +35.1% | +13.6% |
| 3Y | +26.5% | -40.2% | +66.7% | +41.0% |
| 5Y | -18.2% | -39.5% | +21.3% | -10.2% |
| 10Y | +40.0% | -47.4% | +87.4% | +52.0% |
| All | +7,983.2% | +325.7% | +7,657.5% | +4,186.6% |
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