+441.9%
MDT vs CCI
+905.5%
-463.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +9.5% | +2.7% | +6.8% | +9.1% |
| 3M | +16.0% | -18.2% | +34.2% | +18.9% |
| 6M | +0.2% | -14.8% | +15.0% | +2.1% |
| YTD | -0.3% | -12.6% | +12.3% | +1.0% |
| 1Y | +4.7% | -16.7% | +21.5% | +6.7% |
| 3Y | +26.5% | -10.5% | +37.1% | +27.1% |
| 5Y | -18.2% | -51.4% | +33.2% | -11.6% |
| 10Y | +40.0% | +20.0% | +20.0% | +36.0% |
| All | +441.9% | +905.5% | -463.5% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling