+103.2%
CB vs MDB
-44.1%
+147.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.8% |
| 7D | +0.2% | -11.4% | +11.6% | +0.3% |
| 30D | +9.1% | -13.8% | +22.9% | +9.1% |
| 3M | +3.4% | -15.5% | +18.9% | +3.4% |
| 6M | +14.1% | +17.9% | -3.8% | +13.5% |
| YTD | +18.0% | -25.5% | +43.5% | +18.0% |
| 1Y | +30.1% | -12.1% | +42.2% | +29.7% |
| 3Y | +71.8% | -5.9% | +77.6% | +69.4% |
| All | +103.2% | -44.1% | +147.2% | +100.2% |
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