+83.1%
MDB vs CAI
-11.0%
+94.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -2.8% | -5.1% | +2.3% | -1.8% |
| 30D | -14.9% | +3.9% | -18.8% | -15.7% |
| 3M | +7.3% | +40.1% | -32.7% | -0.1% |
| 6M | +38.2% | +29.7% | +8.5% | +28.7% |
| YTD | -10.9% | -10.9% | 0.0% | -14.2% |
| 1Y | +11.6% | -28.0% | +39.7% | +7.3% |
| All | +83.1% | -11.0% | +94.1% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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