+14.6%
MDT vs CSGP
-53.7%
+68.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.6% |
| 7D | +3.5% | -1.8% | +5.3% | +3.9% |
| 30D | +16.2% | +5.3% | +10.9% | +14.9% |
| 3M | +18.9% | +3.3% | +15.6% | +17.8% |
| 6M | +37.3% | -4.7% | +42.0% | +36.2% |
| YTD | +9.7% | -53.5% | +63.3% | +13.5% |
| All | +14.6% | -53.7% | +68.3% | +18.5% |
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 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