-11.2%
MDB vs CCI
+5.8%
-17.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | -1.0% | +3.2% | -4.2% | -1.6% |
| 30D | -14.0% | +12.2% | -26.2% | -15.7% |
| 3M | -20.3% | +23.1% | -43.5% | -23.6% |
| 6M | +10.9% | +1.3% | +9.6% | +9.2% |
| YTD | -20.9% | +4.5% | -25.4% | -23.4% |
| 1Y | -11.2% | +2.3% | -13.5% | -12.9% |
| All | -11.2% | +5.8% | -17.1% | -12.9% |
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