+51.2%
CI vs MDB
-41.3%
+92.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.3% |
| 7D | +1.2% | +6.8% | -5.7% | +1.1% |
| 30D | +2.6% | -6.2% | +8.8% | +2.6% |
| 3M | +7.4% | -29.2% | +36.7% | +7.8% |
| 6M | -0.1% | +10.3% | -10.4% | -0.6% |
| YTD | +9.7% | -20.4% | +30.1% | +9.6% |
| 1Y | +12.1% | -4.8% | +16.9% | +11.6% |
| 3Y | +7.0% | -11.6% | +18.6% | +6.3% |
| All | +51.2% | -41.3% | +92.6% | +48.1% |
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