+78.2%
CI vs MDB
+924.6%
-846.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.6% |
| 7D | -1.3% | +3.0% | -4.3% | -1.4% |
| 30D | +6.4% | -11.3% | +17.7% | +6.8% |
| 3M | +10.7% | -23.0% | +33.7% | +11.6% |
| 6M | +5.5% | +14.8% | -9.3% | +3.9% |
| YTD | +11.4% | -19.4% | +30.8% | +11.2% |
| 1Y | +15.0% | -9.0% | +24.0% | +14.0% |
| 3Y | +9.0% | -10.3% | +19.3% | +6.1% |
| 5Y | +52.0% | -38.4% | +90.3% | +47.5% |
| All | +78.2% | +924.6% | -846.5% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling