+30.0%
MDT vs CMS
+35.9%
-5.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.2% | +0.4% | +2.9% | +3.1% |
| 30D | +9.5% | -3.6% | +13.1% | +10.9% |
| 3M | +16.0% | -1.9% | +17.9% | +16.9% |
| 6M | +0.2% | -11.0% | +11.2% | +4.6% |
| YTD | -0.3% | +0.2% | -0.5% | -0.5% |
| 1Y | +4.7% | -1.3% | +6.0% | +5.0% |
| All | +30.0% | +35.9% | -5.8% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling