+61.3%
MDT vs CI
+149.2%
-87.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.2% | -1.3% | -1.9% | -2.8% |
| 30D | +10.5% | +6.4% | +4.1% | +8.5% |
| 3M | +13.0% | +10.7% | +2.3% | +9.5% |
| 6M | +38.7% | +5.5% | +33.2% | +36.0% |
| YTD | +8.5% | +11.4% | -2.9% | +4.3% |
| 1Y | +10.0% | +15.0% | -5.0% | +4.7% |
| 3Y | +58.6% | +9.0% | +49.6% | +48.3% |
| 5Y | -0.3% | +52.0% | -52.3% | -19.3% |
| 10Y | +61.3% | +150.9% | -89.7% | +21.0% |
| All | +61.3% | +149.2% | -87.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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