+5,013.3%
CI vs MDY
+2,629.7%
+2,383.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -1.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.6% |
| 30D | +6.4% | +2.1% | +4.2% | +4.6% |
| 3M | +10.7% | -3.6% | +14.3% | +13.3% |
| 6M | +5.5% | +1.7% | +3.8% | +3.4% |
| YTD | +11.4% | +13.8% | -2.4% | +0.2% |
| 1Y | +15.0% | +15.5% | -0.5% | +2.3% |
| 3Y | +9.0% | +58.3% | -49.4% | -26.0% |
| 5Y | +52.0% | +37.4% | +14.5% | +11.6% |
| 10Y | +150.9% | +171.0% | -20.0% | +8.0% |
| All | +5,013.3% | +2,629.7% | +2,383.6% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling