+4,665.8%
CI vs MDY
+2,662.7%
+2,003.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +4.4% | -1.5% | +5.9% | +5.5% |
| 3M | +0.7% | +0.8% | -0.1% | -0.3% |
| 6M | +0.3% | +7.4% | -7.1% | -5.4% |
| YTD | +3.8% | +15.2% | -11.4% | -7.1% |
| 1Y | -5.5% | +16.5% | -22.0% | -16.2% |
| 3Y | +8.1% | +46.8% | -38.7% | -22.2% |
| 5Y | +42.8% | +46.0% | -3.2% | +0.4% |
| 10Y | +143.9% | +172.1% | -28.2% | +4.9% |
| All | +4,665.8% | +2,662.7% | +2,003.1% | +349.8% |
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