+371.6%
MDT vs CSGP
+3,334.4%
-2,962.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.5% |
| 7D | +3.2% | -4.1% | +7.3% | +3.9% |
| 30D | +9.5% | +2.3% | +7.2% | +9.0% |
| 3M | +16.0% | -8.2% | +24.1% | +17.2% |
| 6M | +0.2% | -35.1% | +35.3% | +6.4% |
| YTD | -0.3% | -54.0% | +53.8% | +10.8% |
| 1Y | +4.7% | -65.3% | +70.0% | +21.3% |
| 3Y | +26.5% | -62.6% | +89.1% | +43.3% |
| 5Y | -18.2% | -64.8% | +46.6% | -7.9% |
| 10Y | +40.0% | +45.1% | -5.1% | +29.0% |
| All | +371.6% | +3,334.4% | -2,962.9% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling