+70.1%
MDT vs CCI
+67.9%
+2.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +1.0% | +2.5% | -1.5% | +0.2% |
| 30D | +9.2% | +14.4% | -5.3% | +4.4% |
| 3M | +14.5% | +21.7% | -7.2% | +6.8% |
| 6M | +37.3% | +4.0% | +33.3% | +34.4% |
| YTD | +9.8% | +6.2% | +3.6% | +5.8% |
| 1Y | +10.5% | +5.4% | +5.1% | +6.7% |
| 3Y | +57.4% | +11.7% | +45.7% | +45.6% |
| 5Y | +1.2% | -35.6% | +36.8% | +14.1% |
| All | +70.1% | +67.9% | +2.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling