+4,100.0%
CMG vs MDT
+155.5%
+3,944.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -1.5% | +0.4% | -1.8% | -1.7% |
| 30D | +12.7% | +6.0% | +6.7% | +9.9% |
| 3M | +26.3% | +15.5% | +10.7% | +18.2% |
| 6M | +4.5% | +3.4% | +1.1% | +2.2% |
| YTD | -0.1% | -2.2% | +2.1% | -0.2% |
| 1Y | -6.8% | +2.6% | -9.4% | -8.7% |
| 3Y | -5.0% | +27.5% | -32.5% | -16.5% |
| 5Y | -3.0% | -20.1% | +17.0% | +3.0% |
| 10Y | +323.6% | +39.1% | +284.5% | +238.9% |
| All | +4,100.0% | +155.5% | +3,944.5% | +1,935.2% |
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