+942.1%
MDB vs CMI
+223.8%
+718.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +6.8% | +0.5% | +6.4% | +6.6% |
| 30D | -6.2% | -14.0% | +7.8% | +0.1% |
| 3M | -29.2% | -28.1% | -1.1% | -18.9% |
| 6M | +10.3% | -35.8% | +46.1% | +29.9% |
| YTD | -20.4% | -10.5% | -9.9% | -21.3% |
| 1Y | -4.8% | -1.9% | -3.0% | -10.0% |
| 3Y | -11.6% | +121.0% | -132.6% | -42.2% |
| 5Y | -41.0% | +114.6% | -155.6% | -61.3% |
| All | +942.1% | +223.8% | +718.3% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling