+47.7%
CI vs MDB
-44.1%
+91.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -2.6% |
| 7D | -1.6% | -11.4% | +9.8% | -1.4% |
| 30D | +5.4% | -13.8% | +19.2% | +5.6% |
| 3M | +7.3% | -15.5% | +22.7% | +7.3% |
| 6M | +5.3% | +17.9% | -12.6% | +4.7% |
| YTD | +8.5% | -25.5% | +33.9% | +8.5% |
| 1Y | +17.1% | -12.1% | +29.2% | +16.7% |
| 3Y | +1.4% | -5.9% | +7.3% | +0.4% |
| All | +47.7% | -44.1% | +91.7% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling