+71.6%
CB vs MDB
-12.1%
+83.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -0.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | +6.5% | -15.2% | +21.7% | +6.3% |
| 3M | +4.1% | -17.9% | +22.0% | +3.9% |
| 6M | +14.4% | +9.3% | +5.1% | +14.5% |
| YTD | +17.5% | -22.0% | +39.5% | +17.4% |
| 1Y | +27.5% | -9.3% | +36.9% | +27.5% |
| 3Y | +71.6% | -10.4% | +82.0% | +69.6% |
| All | +71.6% | -12.1% | +83.7% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling