+61.6%
MDT vs CSGP
+72.5%
-11.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.4% |
| 7D | +3.5% | -1.8% | +5.3% | +4.0% |
| 30D | +16.2% | +5.3% | +10.9% | +14.0% |
| 3M | +18.9% | +3.3% | +15.6% | +16.9% |
| 6M | +37.3% | -4.7% | +42.0% | +37.2% |
| YTD | +9.7% | -53.5% | +63.3% | +29.9% |
| 1Y | +15.2% | -53.7% | +68.9% | +36.4% |
| 3Y | +61.8% | -59.7% | +121.5% | +94.0% |
| 5Y | -1.4% | -62.5% | +61.1% | +17.9% |
| 10Y | +61.6% | +67.3% | -5.7% | +32.5% |
| All | +61.6% | +72.5% | -11.0% | +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