+17.9%
MDB vs CMS
-5.9%
+23.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +0.4% |
| 7D | -11.4% | -1.3% | -10.1% | -12.5% |
| 30D | -13.8% | +6.3% | -20.1% | -8.2% |
| 3M | -15.5% | -2.1% | -13.4% | -17.0% |
| 6M | +17.9% | -5.1% | +23.0% | +17.6% |
| All | +17.9% | -5.9% | +23.8% | +17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling