+875.5%
MDB vs CF
+308.9%
+566.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -11.4% | -3.2% | -8.2% | -11.0% |
| 30D | -13.8% | +4.3% | -18.2% | -14.7% |
| 3M | -15.5% | +2.8% | -18.3% | -16.5% |
| 6M | +17.9% | +0.6% | +17.3% | +16.3% |
| YTD | -25.5% | +56.6% | -82.1% | -34.2% |
| 1Y | -12.1% | +49.6% | -61.7% | -21.7% |
| 3Y | -5.9% | +61.5% | -67.4% | -19.6% |
| 5Y | -43.7% | +124.0% | -167.7% | -57.4% |
| All | +875.5% | +308.9% | +566.6% | +477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling