+67.0%
CL vs MDB
+906.0%
-839.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.1% |
| 7D | +2.6% | -1.0% | +3.6% | +2.6% |
| 30D | +11.8% | -14.0% | +25.7% | +11.9% |
| 3M | +5.9% | -20.3% | +26.2% | +6.1% |
| 6M | +13.3% | +10.9% | +2.5% | +12.9% |
| YTD | +27.1% | -20.9% | +48.0% | +27.0% |
| 1Y | +28.0% | -11.2% | +39.2% | +27.7% |
| 3Y | +39.4% | -11.9% | +51.3% | +38.2% |
| 5Y | +40.8% | -40.2% | +80.9% | +39.3% |
| All | +67.0% | +906.0% | -839.0% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling