-8.4%
MDB vs CF
+56.6%
-65.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.2% | -13.4% | -6.8% |
| 7D | -20.9% | +0.4% | -21.3% | -20.7% |
| 30D | -15.6% | +2.2% | -17.8% | -15.3% |
| 3M | -19.1% | +2.1% | -21.2% | -18.9% |
| 6M | +14.2% | -6.5% | +20.8% | +14.6% |
| YTD | -27.4% | +55.6% | -83.0% | -29.1% |
| 1Y | -13.0% | +42.3% | -55.3% | -14.2% |
| All | -8.4% | +56.6% | -65.0% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling