-2.9%
MDT vs CMS
+32.6%
-35.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.0% |
| 7D | +5.4% | -1.3% | +6.8% | +6.1% |
| 30D | +19.1% | +6.3% | +12.7% | +16.3% |
| 3M | +19.5% | -2.1% | +21.5% | +20.4% |
| 6M | +33.5% | -5.1% | +38.5% | +36.2% |
| YTD | +8.7% | +1.3% | +7.4% | +7.9% |
| 1Y | +16.8% | -1.4% | +18.2% | +17.1% |
| 3Y | +53.0% | +36.9% | +16.0% | +33.9% |
| All | -2.9% | +32.6% | -35.5% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling