-5.5%
CI vs MDB
+18.3%
-23.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.4% |
| 7D | +1.3% | -17.4% | +18.7% | +1.0% |
| 30D | +4.4% | -2.0% | +6.5% | +4.4% |
| 3M | +0.7% | -3.0% | +3.7% | +0.7% |
| 6M | +0.3% | +48.7% | -48.3% | +0.5% |
| YTD | +3.8% | -12.1% | +16.0% | +2.5% |
| 1Y | -5.5% | +14.5% | -20.0% | -5.3% |
| All | -5.5% | +18.3% | -23.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling