+37.0%
MDT vs ACI
+33.9%
+3.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +8.6% | +4.9% | +3.7% | +8.1% |
| 3M | +12.2% | +11.1% | +1.1% | +11.2% |
| 6M | +33.7% | -14.9% | +48.7% | +34.8% |
| YTD | +7.8% | -19.6% | +27.4% | +9.0% |
| 1Y | +8.9% | -22.7% | +31.6% | +10.4% |
| 3Y | +57.6% | -31.2% | +88.9% | +60.8% |
| 5Y | -0.7% | -42.3% | +41.7% | +1.0% |
| All | +37.0% | +33.9% | +3.1% | +44.4% |
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