+8,795.5%
MDT vs CI
+7,992.0%
+803.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| 3M | +18.9% | +5.2% | +13.7% | +17.4% |
| 6M | +37.3% | +3.8% | +33.5% | +35.8% |
| YTD | +9.7% | +9.2% | +0.5% | +6.9% |
| 1Y | +15.2% | +14.3% | +0.9% | +10.9% |
| 3Y | +61.8% | +8.4% | +53.4% | +54.1% |
| 5Y | -1.4% | +50.0% | -51.4% | -14.4% |
| 10Y | +61.6% | +142.2% | -80.6% | +21.5% |
| All | +8,795.5% | +7,992.0% | +803.5% | +2,038.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling