-7.0%
MDB vs CCI
+0.6%
-7.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +11.6% | -1.4% | +12.9% | +11.8% |
| 30D | -8.9% | +12.7% | -21.7% | -10.9% |
| 3M | -22.4% | +23.0% | -45.4% | -25.6% |
| 6M | +10.1% | +0.6% | +9.5% | +8.5% |
| YTD | -19.0% | +4.9% | -23.9% | -21.4% |
| 1Y | -7.0% | +0.7% | -7.7% | -7.1% |
| All | -7.0% | +0.6% | -7.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling