-20.1%
MDT vs CI
+40.1%
-60.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | +0.4% | -2.0% | +2.4% | +0.8% |
| 30D | +6.0% | -1.8% | +7.8% | +6.4% |
| 3M | +15.5% | -4.2% | +19.8% | +16.4% |
| 6M | +3.4% | +2.7% | +0.7% | +2.5% |
| YTD | -2.2% | +1.9% | -4.1% | -2.9% |
| 1Y | +2.6% | -6.3% | +8.8% | +3.0% |
| 3Y | +27.5% | +3.9% | +23.7% | +23.3% |
| 5Y | -20.1% | +41.9% | -61.9% | -35.1% |
| All | -20.1% | +40.1% | -60.2% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling