+138.1%
CMS vs MDY
+171.2%
-33.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | +7.4% | +1.0% | +6.5% | +7.0% |
| 3M | +1.9% | -4.1% | +6.0% | +3.3% |
| 6M | -2.3% | +0.6% | -3.0% | -2.8% |
| YTD | +3.0% | +12.9% | -10.0% | -2.0% |
| 1Y | -2.8% | +14.6% | -17.4% | -8.1% |
| 3Y | +37.9% | +57.1% | -19.2% | +13.2% |
| 5Y | +34.0% | +37.1% | -3.1% | +14.7% |
| 10Y | +138.1% | +171.5% | -33.4% | +46.0% |
| All | +138.1% | +171.2% | -33.0% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling