-4.8%
MDB vs CMI
-3.8%
-1.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +6.8% | +0.5% | +6.4% | +6.8% |
| 30D | -6.2% | -14.0% | +7.8% | -5.1% |
| 3M | -29.2% | -28.1% | -1.1% | -28.5% |
| 6M | +10.3% | -35.8% | +46.1% | +11.8% |
| YTD | -20.4% | -10.5% | -9.9% | -33.2% |
| 1Y | -4.8% | -1.9% | -3.0% | -25.2% |
| All | -4.8% | -3.8% | -1.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling