+41.9%
MDT vs CSGP
+44.3%
-2.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.8% |
| 7D | +3.2% | -4.1% | +7.3% | +4.3% |
| 30D | +9.5% | +2.3% | +7.2% | +8.6% |
| 3M | +16.0% | -8.2% | +24.1% | +17.9% |
| 6M | +0.2% | -35.1% | +35.3% | +10.6% |
| YTD | -0.3% | -54.0% | +53.8% | +19.2% |
| 1Y | +4.7% | -65.3% | +70.0% | +34.6% |
| 3Y | +26.5% | -62.6% | +89.1% | +55.6% |
| 5Y | -18.2% | -64.8% | +46.6% | +0.2% |
| All | +41.9% | +44.3% | -2.3% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling