+67.0%
MDT vs CMS
+136.3%
-69.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -3.7% | -1.3% | -2.4% | -3.1% |
| 30D | +8.6% | +5.3% | +3.3% | +6.2% |
| 3M | +12.2% | -0.3% | +12.5% | +12.3% |
| 6M | +33.7% | -4.0% | +37.8% | +36.0% |
| YTD | +7.8% | +2.1% | +5.7% | +6.4% |
| 1Y | +8.9% | -4.7% | +13.6% | +10.8% |
| 3Y | +57.6% | +36.8% | +20.8% | +35.2% |
| 5Y | -0.7% | +34.9% | -35.5% | -15.6% |
| All | +67.0% | +136.3% | -69.2% | +31.7% |
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