+24.3%
MDY vs CAI
-9.9%
+34.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -1.9% | -2.9% | +1.1% | -1.7% |
| 30D | -4.6% | +9.3% | -14.0% | -5.3% |
| 3M | -1.2% | +35.2% | -36.5% | -3.8% |
| 6M | +9.2% | +30.7% | -21.5% | +5.9% |
| YTD | +13.1% | -9.8% | +22.8% | +12.2% |
| 1Y | +13.0% | -28.9% | +41.9% | +13.7% |
| All | +24.3% | -9.9% | +34.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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