+57.5%
MDT vs CSGP
-58.5%
+116.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +8.0% | +13.9% | -5.9% | +5.6% |
| 30D | +20.4% | +16.0% | +4.4% | +16.9% |
| 3M | +22.9% | +6.1% | +16.8% | +21.0% |
| 6M | +37.1% | -8.2% | +45.3% | +37.4% |
| YTD | +11.9% | -52.3% | +64.3% | +22.8% |
| 1Y | +19.8% | -54.5% | +74.3% | +32.5% |
| All | +57.5% | -58.5% | +116.0% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling