+691.0%
CMS vs MDY
+2,662.7%
-1,971.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | -3.6% | -1.5% | -2.1% | -2.9% |
| 3M | -1.9% | +0.8% | -2.7% | -2.5% |
| 6M | -11.0% | +7.4% | -18.4% | -14.3% |
| YTD | +0.2% | +15.2% | -15.0% | -6.9% |
| 1Y | -1.3% | +16.5% | -17.9% | -9.1% |
| 3Y | +35.9% | +46.8% | -10.9% | +9.7% |
| 5Y | +23.1% | +46.0% | -23.0% | -2.4% |
| 10Y | +117.9% | +172.1% | -54.2% | +18.9% |
| All | +691.0% | +2,662.7% | -1,971.7% | +57.7% |
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 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