-18.3%
MDT vs CCI
-50.8%
+32.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -1.6% | -4.4% | +2.8% | -0.5% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +15.2% | -20.0% | +35.2% | +21.7% |
| 6M | +3.7% | -14.5% | +18.2% | +7.5% |
| YTD | -3.0% | -14.9% | +11.9% | +0.2% |
| 1Y | +2.5% | -17.7% | +20.1% | +6.7% |
| 3Y | +26.5% | -12.4% | +38.8% | +26.9% |
| 5Y | -18.3% | -50.1% | +31.8% | -3.6% |
| All | -18.3% | -50.8% | +32.5% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling