+1,049.8%
MDB vs CAPR
-61.9%
+1,111.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | -17.4% | -2.0% | -15.5% | -17.4% |
| 30D | -2.0% | +139.2% | -141.2% | -4.4% |
| 3M | -3.0% | -66.4% | +63.4% | -2.2% |
| 6M | +48.7% | -63.1% | +111.8% | +49.3% |
| YTD | -12.1% | -67.4% | +55.3% | -11.6% |
| 1Y | +14.5% | +58.2% | -43.8% | +3.7% |
| 3Y | -6.1% | +42.2% | -48.4% | -19.8% |
| 5Y | -27.3% | +87.3% | -114.6% | -40.2% |
| All | +1,049.8% | -61.9% | +1,111.7% | +849.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling