+414.0%
MDT vs CSGP
+3,294.4%
-2,880.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -2.2% |
| 7D | +5.4% | +1.3% | +4.2% | +5.3% |
| 30D | +19.1% | +10.7% | +8.4% | +16.9% |
| 3M | +19.5% | +3.3% | +16.2% | +18.3% |
| 6M | +33.5% | -10.3% | +43.8% | +34.7% |
| YTD | +8.7% | -54.6% | +63.3% | +20.6% |
| 1Y | +16.8% | -54.6% | +71.4% | +29.5% |
| 3Y | +53.0% | -60.3% | +113.3% | +71.3% |
| 5Y | -2.9% | -63.3% | +60.4% | +8.4% |
| 10Y | +61.4% | +66.5% | -5.1% | +45.7% |
| All | +414.0% | +3,294.4% | -2,880.5% | +205.4% |
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