+20.1%
CI vs MDB
-8.6%
+28.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.6% |
| 7D | +2.6% | -1.0% | +3.6% | +2.6% |
| 30D | +7.3% | -14.0% | +21.3% | +7.2% |
| 3M | +9.5% | -20.3% | +29.8% | +9.2% |
| 6M | +6.4% | +10.9% | -4.4% | +6.2% |
| YTD | +12.0% | -20.9% | +32.9% | +10.9% |
| 1Y | +20.1% | -11.2% | +31.3% | +19.5% |
| All | +20.1% | -8.6% | +28.7% | +19.5% |
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