-9.0%
MDB vs CF
+51.3%
-60.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +2.0% |
| 7D | +3.0% | +10.4% | -7.4% | +6.0% |
| 30D | -11.3% | +7.6% | -18.9% | -9.1% |
| 3M | -23.0% | +5.2% | -28.2% | -21.3% |
| 6M | +14.8% | -0.1% | +14.8% | +16.8% |
| YTD | -19.4% | +61.7% | -81.1% | +8.3% |
| 1Y | -9.0% | +50.3% | -59.3% | +20.1% |
| All | -9.0% | +51.3% | -60.2% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling