-23.5%
MDB vs CAG
-42.8%
+19.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.0% |
| 7D | -2.8% | -5.9% | +3.1% | -3.4% |
| 30D | -14.9% | -1.5% | -13.3% | -15.0% |
| 3M | +7.3% | +11.5% | -4.1% | +8.9% |
| 6M | +38.2% | -15.7% | +53.9% | +33.7% |
| YTD | -10.9% | -10.2% | -0.7% | -12.4% |
| 1Y | +11.6% | -18.1% | +29.7% | +8.6% |
| 3Y | -0.9% | -39.4% | +38.5% | -7.1% |
| 5Y | -23.5% | -42.6% | +19.1% | -25.5% |
| All | -23.5% | -42.8% | +19.3% | -25.5% |
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