+7,983.2%
MDT vs CMS
+457.8%
+7,525.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +16.0% | -1.9% | +17.9% | +16.5% |
| 6M | +0.2% | -11.0% | +11.2% | +2.9% |
| YTD | -0.3% | +0.2% | -0.5% | -0.5% |
| 1Y | +4.7% | -1.3% | +6.0% | +4.8% |
| 3Y | +26.5% | +35.9% | -9.4% | +17.1% |
| 5Y | -18.2% | +23.1% | -41.3% | -22.8% |
| 10Y | +40.0% | +117.9% | -77.9% | +16.7% |
| All | +7,983.2% | +457.8% | +7,525.4% | +4,784.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling