+180.9%
CB vs MDB
+823.0%
-642.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | -0.5% |
| 7D | +2.6% | -20.9% | +23.5% | +3.2% |
| 30D | +11.2% | -15.6% | +26.8% | +11.6% |
| 3M | +5.7% | -19.1% | +24.8% | +6.1% |
| 6M | +15.9% | +14.2% | +1.7% | +14.7% |
| YTD | +20.2% | -27.4% | +47.6% | +20.4% |
| 1Y | +32.4% | -13.0% | +45.4% | +31.6% |
| 3Y | +75.5% | -11.2% | +86.7% | +71.6% |
| 5Y | +105.5% | -45.2% | +150.7% | +100.8% |
| All | +180.9% | +823.0% | -642.1% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling