+61.3%
MDT vs CSGP
+65.4%
-4.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.2% | -7.1% | +3.9% | -1.4% |
| 30D | +10.5% | +3.6% | +6.9% | +9.0% |
| 3M | +13.0% | -2.7% | +15.7% | +12.7% |
| 6M | +38.7% | -8.0% | +46.7% | +39.8% |
| YTD | +8.5% | -55.0% | +63.5% | +29.5% |
| 1Y | +10.0% | -55.8% | +65.8% | +31.8% |
| 3Y | +58.6% | -62.0% | +120.6% | +93.2% |
| 5Y | -0.3% | -62.9% | +62.6% | +19.4% |
| 10Y | +61.3% | +62.6% | -1.3% | +32.5% |
| All | +61.3% | +65.4% | -4.2% | +32.5% |
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