+2.7%
MDT vs CSGP
-62.5%
+65.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.3% |
| 7D | +1.0% | +1.3% | -0.3% | +0.8% |
| 30D | +9.2% | +2.8% | +6.3% | +8.2% |
| 3M | +14.5% | -6.3% | +20.8% | +15.3% |
| 6M | +37.3% | -3.2% | +40.5% | +36.8% |
| YTD | +9.8% | -54.0% | +63.8% | +24.3% |
| 1Y | +10.5% | -54.8% | +65.4% | +25.5% |
| 3Y | +57.4% | -60.6% | +118.0% | +80.7% |
| All | +2.7% | -62.5% | +65.1% | +20.2% |
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 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