+101.0%
CB vs MDB
-28.4%
+129.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.9% |
| 7D | +0.5% | -17.4% | +17.9% | +0.7% |
| 30D | -3.1% | -2.0% | -1.1% | -3.1% |
| 3M | +9.0% | -3.0% | +12.0% | +8.9% |
| 6M | +2.9% | +48.7% | -45.8% | +2.1% |
| YTD | +10.1% | -12.1% | +22.2% | +10.0% |
| 1Y | +22.8% | +14.5% | +8.3% | +22.1% |
| 3Y | +73.8% | -6.1% | +79.9% | +72.2% |
| All | +101.0% | -28.4% | +129.4% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling