-40.2%
MDB vs CMS
+35.4%
-75.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -14.0% | +7.4% | -21.4% | -13.4% |
| 3M | -20.3% | +1.9% | -22.2% | -20.1% |
| 6M | +10.9% | -2.3% | +13.2% | +10.9% |
| YTD | -20.9% | +3.0% | -23.9% | -21.0% |
| 1Y | -11.2% | -2.8% | -8.4% | -11.2% |
| 3Y | -11.9% | +37.9% | -49.8% | -16.8% |
| 5Y | -40.2% | +34.0% | -74.1% | -40.6% |
| All | -40.2% | +35.4% | -75.6% | -40.6% |
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