-12.1%
MDB vs CMS
-1.6%
-10.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +0.9% |
| 7D | -11.4% | -1.3% | -10.1% | -12.3% |
| 30D | -13.8% | +6.3% | -20.1% | -9.2% |
| 3M | -15.5% | -2.1% | -13.4% | -16.4% |
| 6M | +17.9% | -5.1% | +23.0% | +15.6% |
| YTD | -25.5% | +1.3% | -26.7% | -23.8% |
| 1Y | -12.1% | -1.4% | -10.7% | -10.8% |
| All | -12.1% | -1.6% | -10.5% | -10.8% |
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