+710.2%
CMS vs MDY
+2,617.6%
-1,907.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -1.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | +7.1% | +1.3% | +5.8% | +6.3% |
| 3M | -1.3% | -4.1% | +2.8% | +0.6% |
| 6M | -2.7% | +1.0% | -3.6% | -3.5% |
| YTD | +2.6% | +13.3% | -10.7% | -4.0% |
| 1Y | -2.0% | +15.7% | -17.7% | -9.4% |
| 3Y | +39.6% | +59.6% | -19.9% | +8.0% |
| 5Y | +35.3% | +36.3% | -1.0% | +11.1% |
| 10Y | +132.3% | +173.6% | -41.3% | +26.2% |
| All | +710.2% | +2,617.6% | -1,907.5% | +62.6% |
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