-6.7%
CMG vs MDB
+11.9%
-18.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.4% |
| 7D | -3.8% | -2.8% | -1.1% | -3.9% |
| 30D | +12.9% | -14.9% | +27.8% | +12.5% |
| 3M | +18.8% | +7.3% | +11.4% | +18.5% |
| 6M | +4.1% | +38.2% | -34.1% | +3.3% |
| YTD | -2.4% | -10.9% | +8.6% | -5.1% |
| 1Y | -6.7% | +11.6% | -18.3% | -7.6% |
| All | -6.7% | +11.9% | -18.6% | -7.6% |
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