+1,049.8%
MDB vs CAG
-34.2%
+1,084.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -17.4% | -3.8% | -13.6% | -17.2% |
| 30D | -2.0% | +3.1% | -5.2% | -2.3% |
| 3M | -3.0% | +23.5% | -26.5% | -4.6% |
| 6M | +48.7% | -14.8% | +63.5% | +49.7% |
| YTD | -12.1% | -5.4% | -6.7% | -12.2% |
| 1Y | +14.5% | -11.8% | +26.3% | +15.0% |
| 3Y | -6.1% | -36.7% | +30.5% | -3.9% |
| 5Y | -27.3% | -40.3% | +12.9% | -25.7% |
| All | +1,049.8% | -34.2% | +1,084.0% | +975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling