-32.5%
CBRS vs MDB
+22.1%
-54.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.1% | +14.4% | +10.4% |
| 7D | +17.3% | -17.4% | +34.7% | +18.6% |
| 30D | -2.0% | -2.0% | 0.0% | -4.4% |
| 3M | -2.5% | -3.0% | +0.5% | -10.4% |
| All | -32.5% | +22.1% | -54.6% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling