+150.2%
CMI vs MTB
+113.5%
+36.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.8% | -0.4% | +1.3% | +1.0% |
| 30D | -12.8% | -4.6% | -8.2% | -11.0% |
| 3M | -12.4% | +7.4% | -19.9% | -15.6% |
| 6M | -0.9% | +18.7% | -19.6% | -8.7% |
| YTD | +8.9% | +21.1% | -12.2% | -1.0% |
| 1Y | +37.7% | +24.1% | +13.6% | +23.7% |
| All | +150.2% | +113.5% | +36.8% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling