+70.1%
MDT vs CSGP
+65.8%
+4.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.1% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +9.2% | +2.8% | +6.3% | +7.8% |
| 3M | +14.5% | -6.3% | +20.8% | +15.5% |
| 6M | +37.3% | -3.2% | +40.5% | +36.7% |
| YTD | +9.8% | -54.0% | +63.8% | +30.5% |
| 1Y | +10.5% | -54.8% | +65.4% | +31.9% |
| 3Y | +57.4% | -60.6% | +118.0% | +90.2% |
| 5Y | +1.2% | -62.6% | +63.8% | +21.2% |
| All | +70.1% | +65.8% | +4.3% | +31.8% |
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