-7.7%
MDB vs CAPR
+47.4%
-55.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.3% | -10.3% | -2.1% |
| 7D | -16.5% | +43.2% | -59.7% | -16.5% |
| 30D | -8.6% | +14.7% | -23.2% | -8.5% |
| 3M | -13.6% | +113.9% | -127.5% | -13.3% |
| 6M | +24.1% | -73.4% | +97.4% | +24.4% |
| YTD | -21.8% | -69.1% | +47.3% | -21.6% |
| 1Y | -7.7% | +47.2% | -54.9% | -7.1% |
| All | -7.7% | +47.4% | -55.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling