+184.0%
CB vs MDB
+912.7%
-728.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +2.9% | +6.8% | -3.9% | +2.7% |
| 30D | +7.3% | -6.2% | +13.5% | +7.4% |
| 3M | +9.4% | -29.2% | +38.6% | +10.3% |
| 6M | +19.6% | +10.3% | +9.3% | +18.6% |
| YTD | +21.5% | -20.4% | +41.9% | +21.4% |
| 1Y | +28.0% | -4.8% | +32.8% | +26.9% |
| 3Y | +74.9% | -11.6% | +86.4% | +71.4% |
| 5Y | +108.1% | -41.0% | +149.2% | +103.1% |
| All | +184.0% | +912.7% | -728.7% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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