-2.9%
MDT vs CSGP
-63.4%
+60.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -2.0% |
| 7D | +5.4% | +1.3% | +4.2% | +5.2% |
| 30D | +19.1% | +10.7% | +8.4% | +16.3% |
| 3M | +19.5% | +3.3% | +16.2% | +18.0% |
| 6M | +33.5% | -10.3% | +43.8% | +34.8% |
| YTD | +8.7% | -54.6% | +63.3% | +23.3% |
| 1Y | +16.8% | -54.6% | +71.4% | +32.5% |
| 3Y | +53.0% | -60.3% | +113.3% | +75.2% |
| All | -2.9% | -63.4% | +60.5% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling