-65.0%
CBRS vs MDT
+37.0%
-102.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.9% | +9.4% | +12.5% |
| 7D | +21.2% | +1.0% | +20.2% | +21.8% |
| 30D | -23.2% | +9.2% | -32.3% | -17.6% |
| 3M | -52.9% | +14.5% | -67.4% | -47.3% |
| All | -65.0% | +37.0% | -102.1% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling