-40.5%
MDB vs CMS
+36.3%
-76.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | +6.8% | +1.7% | +5.1% | +7.0% |
| 30D | -6.2% | +6.2% | -12.4% | -5.6% |
| 3M | -29.2% | +0.6% | -29.9% | -29.0% |
| 6M | +10.3% | -1.8% | +12.1% | +10.5% |
| YTD | -20.4% | +3.8% | -24.2% | -20.4% |
| 1Y | -4.8% | -1.8% | -3.1% | -4.7% |
| 3Y | -11.6% | +39.8% | -51.4% | -16.5% |
| All | -40.5% | +36.3% | -76.8% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling