-10.7%
CMG vs MDB
+18.3%
-29.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.7% |
| 7D | -2.8% | -17.4% | +14.6% | -3.3% |
| 30D | +7.1% | -2.0% | +9.2% | +7.0% |
| 3M | +31.2% | -3.0% | +34.2% | +30.6% |
| 6M | +0.7% | +48.7% | -48.0% | +0.1% |
| YTD | -0.1% | -12.1% | +12.0% | -3.0% |
| 1Y | -10.7% | +14.5% | -25.2% | -11.7% |
| All | -10.7% | +18.3% | -29.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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 · 6 months rolling