+61.8%
MDT vs CI
+6.0%
+55.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +16.2% | +4.7% | +11.5% | +15.3% |
| 3M | +18.9% | +5.2% | +13.7% | +17.9% |
| 6M | +37.3% | +3.8% | +33.5% | +36.2% |
| YTD | +9.7% | +9.2% | +0.5% | +7.9% |
| 1Y | +15.2% | +14.3% | +0.9% | +12.5% |
| 3Y | +61.8% | +8.4% | +53.4% | +63.1% |
| All | +61.8% | +6.0% | +55.8% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling