+39.1%
MDT vs CMS
+117.1%
-78.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +0.4% | +1.2% | -0.8% | -0.2% |
| 30D | +6.0% | -3.2% | +9.2% | +7.4% |
| 3M | +15.5% | -2.2% | +17.7% | +16.6% |
| 6M | +3.4% | -9.4% | +12.8% | +7.8% |
| YTD | -2.2% | +0.7% | -2.8% | -2.9% |
| 1Y | +2.6% | +0.4% | +2.2% | +1.9% |
| 3Y | +27.5% | +35.2% | -7.7% | +9.7% |
| 5Y | -20.1% | +24.1% | -44.2% | -29.4% |
| 10Y | +39.1% | +115.8% | -76.7% | +4.8% |
| All | +39.1% | +117.1% | -78.1% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling