+7,518.6%
CB vs MDY
+2,534.4%
+4,984.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.3% |
| 7D | +0.2% | -1.7% | +1.9% | +1.4% |
| 30D | +9.1% | -0.9% | +10.0% | +9.6% |
| 3M | +3.4% | -5.7% | +9.2% | +7.8% |
| 6M | +14.1% | -2.9% | +17.0% | +15.6% |
| YTD | +18.0% | +9.8% | +8.2% | +8.1% |
| 1Y | +30.1% | +13.5% | +16.6% | +16.0% |
| 3Y | +71.8% | +51.9% | +19.9% | +17.5% |
| 5Y | +101.8% | +32.0% | +69.8% | +50.5% |
| 10Y | +252.1% | +176.5% | +75.7% | +41.2% |
| All | +7,518.6% | +2,534.4% | +4,984.2% | +533.1% |
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