+11.3%
MDT vs CAI
-11.0%
+22.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -5.1% | +3.5% | -1.4% |
| 30D | +1.0% | +3.9% | -2.9% | +0.7% |
| 3M | +15.2% | +40.1% | -24.9% | +12.8% |
| 6M | +3.7% | +29.7% | -26.0% | +1.6% |
| YTD | -3.0% | -10.9% | +7.9% | -4.2% |
| 1Y | +2.5% | -28.0% | +30.5% | +0.9% |
| All | +11.3% | -11.0% | +22.2% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling