+41.9%
CMI vs MTB
+23.4%
+18.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -0.7% | +1.7% | -2.5% | -1.4% |
| 30D | -13.4% | -4.2% | -9.3% | -11.9% |
| 3M | -17.0% | +8.9% | -25.9% | -20.9% |
| 6M | -1.6% | +10.9% | -12.5% | -7.7% |
| YTD | +11.0% | +21.5% | -10.5% | -0.8% |
| 1Y | +41.9% | +21.9% | +20.0% | +22.2% |
| All | +41.9% | +23.4% | +18.5% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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