+1,049.8%
MDB vs CMS
+86.9%
+962.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -17.4% | +0.4% | -17.8% | -17.5% |
| 30D | -2.0% | -3.6% | +1.6% | -1.6% |
| 3M | -3.0% | -1.9% | -1.1% | -3.0% |
| 6M | +48.7% | -11.0% | +59.7% | +50.8% |
| YTD | -12.1% | +0.2% | -12.3% | -12.9% |
| 1Y | +14.5% | -1.3% | +15.8% | +13.7% |
| 3Y | -6.1% | +35.9% | -42.1% | -15.0% |
| 5Y | -27.3% | +23.1% | -50.4% | -33.2% |
| All | +1,049.8% | +86.9% | +962.9% | +857.5% |
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