+2.7%
MDT vs ACI
-42.9%
+45.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | +1.0% | +2.3% | -1.2% | +0.7% |
| 30D | +9.2% | +1.2% | +7.9% | +8.9% |
| 3M | +14.5% | +6.8% | +7.7% | +13.3% |
| 6M | +37.3% | -18.7% | +56.0% | +40.3% |
| YTD | +9.8% | -20.2% | +30.0% | +12.1% |
| 1Y | +10.5% | -23.7% | +34.3% | +13.6% |
| 3Y | +57.4% | -31.6% | +89.1% | +63.7% |
| All | +2.7% | -42.9% | +45.6% | +7.0% |
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