-0.4%
MDT vs CAI
-26.7%
+26.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.8% |
| 7D | -3.4% | -2.9% | -0.5% | -3.2% |
| 30D | +0.2% | +9.3% | -9.1% | -0.5% |
| 3M | +14.3% | +35.2% | -21.0% | +11.5% |
| 6M | +4.0% | +30.7% | -26.7% | +1.1% |
| YTD | -3.7% | -9.8% | +6.1% | -4.7% |
| 1Y | -0.4% | -28.9% | +28.5% | 0.0% |
| All | -0.4% | -26.7% | +26.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling