+52.7%
CI vs MDY
+36.2%
+16.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +7.3% | +1.0% | +6.4% | +6.9% |
| 3M | +9.5% | -4.1% | +13.6% | +11.0% |
| 6M | +6.4% | +0.6% | +5.8% | +5.8% |
| YTD | +12.0% | +12.9% | -0.9% | +6.6% |
| 1Y | +20.1% | +14.6% | +5.5% | +13.7% |
| 3Y | +9.6% | +57.1% | -47.5% | -10.2% |
| 5Y | +52.7% | +37.1% | +15.6% | +34.0% |
| All | +52.7% | +36.2% | +16.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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