+7,983.2%
MDT vs CI
+7,591.2%
+392.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.5% |
| 7D | +3.2% | +1.3% | +1.9% | +2.9% |
| 30D | +9.5% | +4.4% | +5.1% | +8.3% |
| 3M | +16.0% | +0.7% | +15.3% | +15.6% |
| 6M | +0.2% | +0.3% | -0.1% | -0.2% |
| YTD | -0.3% | +3.8% | -4.1% | -1.6% |
| 1Y | +4.7% | -5.5% | +10.2% | +5.0% |
| 3Y | +26.5% | +8.1% | +18.4% | +20.5% |
| 5Y | -18.2% | +42.8% | -61.0% | -28.2% |
| 10Y | +40.0% | +143.9% | -103.9% | +5.0% |
| All | +7,983.2% | +7,591.2% | +392.0% | +1,867.1% |
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 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