+24.3%
MDT vs ACI
+21.8%
+2.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.6% |
| 7D | +0.4% | -2.6% | +2.9% | +0.6% |
| 30D | +6.0% | +1.1% | +4.9% | +5.9% |
| 3M | +15.5% | -23.6% | +39.2% | +17.6% |
| 6M | +3.4% | -29.9% | +33.3% | +5.8% |
| YTD | -2.2% | -26.9% | +24.7% | -0.3% |
| 1Y | +2.6% | -34.2% | +36.8% | +5.3% |
| 3Y | +27.5% | -43.6% | +71.1% | +31.9% |
| 5Y | -20.1% | -42.4% | +22.3% | -17.8% |
| All | +24.3% | +21.8% | +2.5% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling