+74.4%
MDB vs CAI
-8.1%
+82.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | -18.0% | +0.2% | -18.2% | -18.0% |
| 30D | -10.7% | +9.1% | -19.9% | -12.4% |
| 3M | +1.0% | +53.8% | -52.8% | -7.8% |
| 6M | +31.6% | +33.5% | -1.9% | +21.9% |
| YTD | -15.2% | -8.0% | -7.2% | -18.8% |
| 1Y | +10.1% | -28.7% | +38.8% | +5.2% |
| All | +74.4% | -8.1% | +82.5% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling