+10.9%
CMG vs MDT
+20.2%
-9.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.1% | -0.3% | +4.3% |
| 7D | +22.5% | +10.7% | +11.8% | +19.7% |
| 30D | +14.1% | +19.3% | -5.2% | +10.1% |
| 3M | +4.1% | +22.8% | -18.7% | +0.1% |
| 6M | +10.1% | +36.4% | -26.3% | +3.4% |
| YTD | -4.9% | +12.1% | -16.9% | -7.2% |
| 1Y | +10.9% | +19.9% | -9.0% | +5.0% |
| All | +10.9% | +20.2% | -9.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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