+75.1%
CI vs MDB
+929.6%
-854.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -1.7% | +11.6% | -13.3% | -2.2% |
| 30D | +4.9% | -8.9% | +13.8% | +5.2% |
| 3M | +7.4% | -22.4% | +29.8% | +8.2% |
| 6M | +0.4% | +10.1% | -9.7% | -0.9% |
| YTD | +9.5% | -19.0% | +28.5% | +9.3% |
| 1Y | +12.0% | -7.0% | +19.0% | +10.8% |
| 3Y | +7.1% | -9.8% | +16.9% | +4.2% |
| 5Y | +49.3% | -40.1% | +89.4% | +45.4% |
| All | +75.1% | +929.6% | -854.5% | +20.9% |
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