+442.3%
CMG vs MDB
+912.7%
-470.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.6% |
| 7D | +2.5% | +6.8% | -4.4% | +1.3% |
| 30D | +15.6% | -6.2% | +21.8% | +16.2% |
| 3M | +8.2% | -29.2% | +37.4% | +13.1% |
| 6M | +9.9% | +10.3% | -0.4% | +3.6% |
| YTD | -4.6% | -20.4% | +15.7% | -5.9% |
| 1Y | +12.4% | -4.8% | +17.3% | +6.3% |
| 3Y | -18.0% | -11.6% | -6.4% | -27.3% |
| 5Y | -5.3% | -41.0% | +35.7% | -17.6% |
| All | +442.3% | +912.7% | -470.4% | +135.5% |
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