+8,795.5%
MDT vs CMS
+471.3%
+8,324.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | +16.2% | +7.1% | +9.1% | +14.3% |
| 3M | +18.9% | -1.3% | +20.2% | +19.2% |
| 6M | +37.3% | -2.7% | +40.0% | +38.1% |
| YTD | +9.7% | +2.6% | +7.1% | +8.9% |
| 1Y | +15.2% | -2.0% | +17.2% | +15.6% |
| 3Y | +61.8% | +39.6% | +22.2% | +49.0% |
| 5Y | -1.4% | +35.3% | -36.7% | -8.9% |
| 10Y | +61.6% | +132.3% | -70.8% | +32.9% |
| All | +8,795.5% | +471.3% | +8,324.2% | +5,246.1% |
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