+7,787.5%
MDT vs CMI
+19,556.0%
-11,768.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +2.8% | -12.3% | +15.1% | +5.5% |
| 3M | +13.1% | -16.8% | +29.9% | +16.7% |
| 6M | +2.3% | +1.5% | +0.8% | +0.8% |
| YTD | -2.7% | +9.8% | -12.5% | -6.1% |
| 1Y | +0.9% | +42.6% | -41.7% | -8.1% |
| 3Y | +26.8% | +151.0% | -124.2% | +1.3% |
| 5Y | -19.5% | +167.0% | -186.5% | -37.1% |
| 10Y | +40.6% | +512.2% | -471.6% | -8.2% |
| All | +7,787.5% | +19,556.0% | -11,768.5% | +2,273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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