+4.7%
MDT vs CSGP
-64.9%
+69.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.5% |
| 7D | +3.2% | -4.1% | +7.3% | +3.9% |
| 30D | +9.5% | +2.3% | +7.2% | +9.0% |
| 3M | +16.0% | -8.2% | +24.1% | +16.0% |
| 6M | +0.2% | -35.1% | +35.3% | +2.3% |
| YTD | -0.3% | -54.0% | +53.8% | +5.6% |
| 1Y | +4.7% | -65.3% | +70.0% | +17.9% |
| All | +4.7% | -64.9% | +69.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling