+165.0%
CMI vs MDY
+46.3%
+118.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.4% |
| 7D | -0.7% | -1.9% | +1.1% | +1.1% |
| 30D | -12.4% | -4.6% | -7.7% | -8.1% |
| 3M | -14.8% | -1.2% | -13.5% | -13.6% |
| 6M | +0.8% | +9.2% | -8.4% | -6.6% |
| YTD | +10.2% | +13.1% | -2.9% | -0.8% |
| 1Y | +37.4% | +13.0% | +24.4% | +23.9% |
| 3Y | +153.3% | +49.2% | +104.1% | +79.4% |
| All | +165.0% | +46.3% | +118.7% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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