+7,485.8%
CB vs MDY
+2,617.6%
+4,868.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -2.8% |
| 7D | -1.5% | +0.7% | -2.2% | -2.2% |
| 30D | +6.5% | +1.3% | +5.2% | +5.2% |
| 3M | +4.1% | -4.1% | +8.1% | +7.0% |
| 6M | +14.4% | +1.0% | +13.4% | +12.5% |
| YTD | +17.5% | +13.3% | +4.2% | +5.1% |
| 1Y | +27.5% | +15.7% | +11.8% | +12.0% |
| 3Y | +71.6% | +59.6% | +12.0% | +13.0% |
| 5Y | +100.6% | +36.3% | +64.3% | +46.0% |
| 10Y | +243.0% | +173.6% | +69.4% | +38.9% |
| All | +7,485.8% | +2,617.6% | +4,868.2% | +515.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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