-5.0%
CMG vs MDB
-5.6%
+0.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.2% |
| 7D | -1.5% | -18.0% | +16.5% | -0.3% |
| 30D | +12.7% | -10.7% | +23.4% | +13.2% |
| 3M | +26.3% | +1.0% | +25.3% | +25.3% |
| 6M | +4.5% | +31.6% | -27.1% | +0.8% |
| YTD | -0.1% | -15.2% | +15.1% | -0.5% |
| 1Y | -6.8% | +10.1% | -16.9% | -9.9% |
| 3Y | -5.0% | -5.6% | +0.7% | -10.5% |
| All | -5.0% | -5.6% | +0.6% | -10.5% |
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 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