+456.5%
CMG vs MDB
+997.6%
-541.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | -2.1% | -1.8% | -0.3% | -1.8% |
| 30D | +10.9% | -17.3% | +28.2% | +14.1% |
| 3M | +15.8% | +2.2% | +13.6% | +13.7% |
| 6M | +6.9% | +33.9% | -26.9% | -2.0% |
| YTD | -2.2% | -13.7% | +11.5% | -3.6% |
| 1Y | -7.1% | +9.1% | -16.2% | -13.7% |
| 3Y | -7.1% | -8.1% | +1.0% | -17.4% |
| 5Y | -4.8% | -25.9% | +21.1% | -20.3% |
| All | +456.5% | +997.6% | -541.1% | +141.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling