-24.7%
MDB vs CCI
-51.4%
+26.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.4% |
| 7D | -17.4% | -0.4% | -17.0% | -17.3% |
| 30D | -2.0% | +2.7% | -4.7% | -2.9% |
| 3M | -3.0% | -18.2% | +15.2% | +3.8% |
| 6M | +48.7% | -14.8% | +63.5% | +56.4% |
| YTD | -12.1% | -12.6% | +0.5% | -9.1% |
| 1Y | +14.5% | -16.7% | +31.2% | +20.4% |
| 3Y | -6.1% | -10.5% | +4.4% | -13.5% |
| All | -24.7% | -51.4% | +26.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling