+9,960.9%
CMI vs MDY
+2,615.3%
+7,345.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | +0.7% | -0.8% | +1.5% | +1.5% |
| 30D | -12.3% | -3.9% | -8.4% | -8.4% |
| 3M | -16.8% | 0.0% | -16.7% | -16.5% |
| 6M | +1.5% | +8.5% | -7.0% | -6.3% |
| YTD | +9.8% | +13.2% | -3.4% | -2.8% |
| 1Y | +42.6% | +15.0% | +27.6% | +24.1% |
| 3Y | +151.0% | +49.6% | +101.4% | +64.5% |
| 5Y | +167.0% | +46.0% | +121.0% | +76.2% |
| 10Y | +512.2% | +176.4% | +335.8% | +88.9% |
| All | +9,960.9% | +2,615.3% | +7,345.6% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling