-19.5%
MDT vs ACI
-43.7%
+24.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.2% |
| 7D | -0.3% | -5.0% | +4.7% | +0.3% |
| 30D | +2.8% | -2.3% | +5.1% | +3.1% |
| 3M | +13.1% | -23.2% | +36.3% | +16.3% |
| 6M | +2.3% | -29.5% | +31.8% | +6.2% |
| YTD | -2.7% | -28.6% | +25.9% | +0.6% |
| 1Y | +0.9% | -34.0% | +34.9% | +5.3% |
| 3Y | +26.8% | -45.0% | +71.8% | +35.0% |
| 5Y | -19.5% | -44.0% | +24.6% | -15.0% |
| All | -19.5% | -43.7% | +24.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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