-5.0%
CMG vs MDB
-22.0%
+17.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.4% |
| 7D | -3.8% | -2.8% | -1.1% | -3.4% |
| 30D | +12.9% | -14.9% | +27.8% | +15.2% |
| 3M | +18.8% | +7.3% | +11.4% | +15.9% |
| 6M | +4.1% | +38.2% | -34.1% | -4.2% |
| YTD | -2.4% | -10.9% | +8.6% | -3.9% |
| 1Y | -6.7% | +11.6% | -18.3% | -12.9% |
| 3Y | -7.1% | -0.9% | -6.2% | -17.7% |
| 5Y | -5.0% | -23.5% | +18.5% | -19.9% |
| All | -5.0% | -22.0% | +17.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling