-14.8%
CMG vs MDB
-10.2%
-4.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.9% |
| 7D | +4.1% | +3.0% | +1.1% | +3.9% |
| 30D | +20.5% | -11.3% | +31.8% | +21.1% |
| 3M | +14.5% | -23.0% | +37.5% | +15.5% |
| 6M | +14.8% | +14.8% | 0.0% | +11.6% |
| YTD | -1.0% | -19.4% | +18.5% | -1.5% |
| 1Y | +22.9% | -9.0% | +31.9% | +20.5% |
| All | -14.8% | -10.2% | -4.6% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling