+66.0%
CI vs MDB
+1,017.4%
-951.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.1% |
| 7D | +1.3% | -17.4% | +18.7% | +2.1% |
| 30D | +4.4% | -2.0% | +6.5% | +4.4% |
| 3M | +0.7% | -3.0% | +3.7% | +0.5% |
| 6M | +0.3% | +48.7% | -48.3% | -2.2% |
| YTD | +3.8% | -12.1% | +16.0% | +3.5% |
| 1Y | -5.5% | +14.5% | -20.0% | -7.3% |
| 3Y | +8.1% | -6.1% | +14.3% | +5.3% |
| 5Y | +42.8% | -27.3% | +70.1% | +37.0% |
| All | +66.0% | +1,017.4% | -951.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling