-10.5%
MDB vs CAPR
+299.3%
-309.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +26.5% | -24.6% | +1.8% |
| 7D | +3.0% | +25.8% | -22.8% | +2.9% |
| 30D | -11.3% | +50.2% | -61.5% | -11.3% |
| 3M | -23.0% | +185.5% | -208.5% | -23.0% |
| 6M | +14.8% | -64.8% | +79.6% | +15.1% |
| YTD | -19.4% | -61.1% | +41.7% | -19.3% |
| 1Y | -9.0% | +81.0% | -89.9% | -10.1% |
| All | -10.5% | +299.3% | -309.8% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling