+9.1%
MDB vs CMI
+39.5%
-30.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -17.3% | -12.4% | -4.9% | -16.8% |
| 3M | +2.2% | -14.8% | +17.0% | +1.8% |
| 6M | +33.9% | +0.8% | +33.1% | +20.7% |
| YTD | -13.7% | +10.2% | -23.9% | -25.7% |
| 1Y | +9.1% | +37.4% | -28.4% | -12.2% |
| All | +9.1% | +39.5% | -30.4% | -12.2% |
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