-5.9%
MDB vs CMS
+35.4%
-41.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +1.7% |
| 7D | -11.4% | -1.3% | -10.1% | -11.8% |
| 30D | -13.8% | +6.3% | -20.1% | -11.3% |
| 3M | -15.5% | -2.1% | -13.4% | -15.8% |
| 6M | +17.9% | -5.1% | +23.0% | +16.7% |
| YTD | -25.5% | +1.3% | -26.7% | -24.7% |
| 1Y | -12.1% | -1.4% | -10.7% | -11.8% |
| 3Y | -5.9% | +36.9% | -42.8% | -6.3% |
| All | -5.9% | +35.4% | -41.3% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling