+849.8%
MDB vs CMS
+93.0%
+756.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.2% |
| 7D | -20.9% | +1.7% | -22.5% | -21.0% |
| 30D | -15.6% | +8.6% | -24.2% | -16.5% |
| 3M | -19.1% | -0.5% | -18.6% | -19.1% |
| 6M | +14.2% | -4.2% | +18.4% | +14.6% |
| YTD | -27.4% | +3.4% | -30.9% | -28.4% |
| 1Y | -13.0% | +0.4% | -13.5% | -13.8% |
| 3Y | -11.2% | +38.2% | -49.4% | -19.5% |
| 5Y | -45.2% | +35.4% | -80.6% | -50.8% |
| All | +849.8% | +93.0% | +756.8% | +687.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling