-43.2%
MDB vs CAG
-38.8%
-4.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.7% |
| 7D | -0.9% | +4.6% | -5.5% | -0.2% |
| 30D | -15.2% | +14.7% | -29.8% | -13.4% |
| 3M | -17.9% | +2.4% | -20.3% | -17.2% |
| 6M | +9.3% | +10.7% | -1.4% | +11.2% |
| YTD | -22.0% | -5.5% | -16.5% | -22.3% |
| 1Y | -9.3% | -4.6% | -4.7% | -9.5% |
| 3Y | -10.4% | -34.4% | +24.0% | -14.8% |
| 5Y | -43.2% | -39.2% | -4.1% | -44.2% |
| All | -43.2% | -38.8% | -4.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling