+920.8%
MDB vs CAPR
-60.1%
+980.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.8% | +4.4% |
| 7D | -0.9% | +36.0% | -37.0% | -1.6% |
| 30D | -15.2% | +25.8% | -41.0% | -15.7% |
| 3M | -17.9% | +140.8% | -158.7% | -20.0% |
| 6M | +9.3% | -67.6% | +76.9% | +10.1% |
| YTD | -22.0% | -65.9% | +43.9% | -21.7% |
| 1Y | -9.3% | +66.1% | -75.4% | -17.9% |
| 3Y | -10.4% | +256.9% | -267.3% | -26.5% |
| 5Y | -43.2% | +172.1% | -215.3% | -54.0% |
| All | +920.8% | -60.1% | +980.9% | +740.9% |
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