-9.1%
MDB vs CMI
+149.3%
-158.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -4.5% | +0.7% | -5.2% | -4.9% |
| 30D | -14.0% | -12.3% | -1.7% | -9.6% |
| 3M | +5.3% | -16.8% | +22.1% | +11.1% |
| 6M | +31.9% | +1.5% | +30.4% | +19.8% |
| YTD | -14.6% | +9.8% | -24.4% | -27.1% |
| 1Y | +8.2% | +42.6% | -34.3% | -23.2% |
| All | -9.1% | +149.3% | -158.4% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling