+14.5%
MDB vs CMS
-1.9%
+16.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.2% |
| 7D | -17.4% | +0.4% | -17.8% | -17.2% |
| 30D | -2.0% | -3.6% | +1.6% | -4.5% |
| 3M | -3.0% | -1.9% | -1.1% | -3.2% |
| 6M | +48.7% | -11.0% | +59.7% | +41.0% |
| YTD | -12.1% | +0.2% | -12.3% | -11.4% |
| 1Y | +14.5% | -1.3% | +15.8% | +15.8% |
| All | +14.5% | -1.9% | +16.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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