-70.5%
CBRS vs MDT
+39.8%
-110.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.1% | -12.3% | -1.5% |
| 7D | -18.4% | +10.7% | -29.1% | -11.6% |
| 30D | -49.4% | +19.3% | -68.7% | -41.9% |
| 3M | -59.6% | +22.8% | -82.3% | -52.5% |
| All | -70.5% | +39.8% | -110.3% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · Available span rolling