+157.4%
CB vs MDB
+1,017.4%
-860.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.8% |
| 7D | +0.5% | -17.4% | +17.9% | +1.0% |
| 30D | -3.1% | -2.0% | -1.1% | -3.2% |
| 3M | +9.0% | -3.0% | +12.0% | +8.8% |
| 6M | +2.9% | +48.7% | -45.8% | +1.1% |
| YTD | +10.1% | -12.1% | +22.2% | +9.9% |
| 1Y | +22.8% | +14.5% | +8.3% | +21.2% |
| 3Y | +73.8% | -6.1% | +79.9% | +70.3% |
| 5Y | +99.2% | -27.3% | +126.5% | +92.5% |
| All | +157.4% | +1,017.4% | -860.0% | +93.8% |
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