+3,909.1%
CMG vs MDT
+186.8%
+3,722.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.5% |
| 7D | +2.5% | +1.0% | +1.4% | +2.0% |
| 30D | +15.6% | +9.2% | +6.4% | +11.5% |
| 3M | +8.2% | +14.5% | -6.3% | +2.1% |
| 6M | +9.9% | +37.3% | -27.4% | -4.7% |
| YTD | -4.6% | +9.8% | -14.5% | -9.3% |
| 1Y | +12.4% | +10.5% | +1.9% | +6.6% |
| 3Y | -18.0% | +57.4% | -75.4% | -34.1% |
| 5Y | -5.3% | +1.2% | -6.5% | -8.9% |
| 10Y | +344.2% | +63.2% | +281.0% | +231.7% |
| All | +3,909.1% | +186.8% | +3,722.3% | +1,749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling