+942.1%
MDB vs CAPR
-61.4%
+1,003.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.3% | -1.5% |
| 7D | +6.8% | +5.9% | +0.9% | +6.6% |
| 30D | -6.2% | +44.6% | -50.8% | -7.1% |
| 3M | -29.2% | +126.4% | -155.6% | -31.0% |
| 6M | +10.3% | -68.6% | +78.9% | +11.1% |
| YTD | -20.4% | -67.0% | +46.6% | -20.1% |
| 1Y | -4.8% | +65.2% | -70.0% | -13.9% |
| 3Y | -11.6% | +235.6% | -247.1% | -27.4% |
| 5Y | -41.0% | +175.4% | -216.5% | -52.3% |
| All | +942.1% | -61.4% | +1,003.5% | +758.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling