+122.2%
CMS vs MDY
+170.4%
-48.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +0.2% | -0.8% | +0.9% | +0.4% |
| 30D | -1.3% | -3.9% | +2.6% | +0.1% |
| 3M | -5.4% | 0.0% | -5.3% | -5.5% |
| 6M | -10.3% | +8.5% | -18.9% | -13.3% |
| YTD | -0.2% | +13.2% | -13.4% | -5.1% |
| 1Y | -0.9% | +15.0% | -15.9% | -6.4% |
| 3Y | +34.0% | +49.6% | -15.6% | +12.3% |
| 5Y | +23.6% | +46.0% | -22.5% | +2.9% |
| 10Y | +122.2% | +176.4% | -54.1% | +29.7% |
| All | +122.2% | +170.4% | -48.2% | +29.7% |
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