+79.1%
CI vs MDB
+906.0%
-826.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.5% |
| 7D | +2.6% | -1.0% | +3.6% | +2.6% |
| 30D | +7.3% | -14.0% | +21.3% | +7.9% |
| 3M | +9.5% | -20.3% | +29.8% | +10.2% |
| 6M | +6.4% | +10.9% | -4.4% | +5.0% |
| YTD | +12.0% | -20.9% | +32.9% | +11.9% |
| 1Y | +20.1% | -11.2% | +31.3% | +19.1% |
| 3Y | +9.6% | -11.9% | +21.5% | +6.8% |
| 5Y | +52.7% | -40.2% | +92.9% | +48.5% |
| All | +79.1% | +906.0% | -826.9% | +23.8% |
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