-45.2%
MDB vs CAPR
+142.6%
-187.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -1.9% | +2.7% |
| 7D | -11.4% | +41.1% | -52.4% | -11.7% |
| 30D | -13.8% | +11.1% | -24.9% | -14.0% |
| 3M | -15.5% | +115.3% | -130.8% | -16.4% |
| 6M | +17.9% | -73.8% | +91.8% | +18.9% |
| YTD | -25.5% | -68.8% | +43.4% | -25.1% |
| 1Y | -12.1% | +43.3% | -55.4% | -16.8% |
| 3Y | -5.9% | +214.7% | -220.6% | -30.3% |
| All | -45.2% | +142.6% | -187.8% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling