-45.2%
MDB vs CF
+125.5%
-170.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.2% | -13.4% | -7.7% |
| 7D | -20.9% | +0.4% | -21.3% | -20.9% |
| 30D | -15.6% | +2.2% | -17.8% | -15.8% |
| 3M | -19.1% | +2.1% | -21.2% | -19.6% |
| 6M | +14.2% | -6.5% | +20.8% | +14.4% |
| YTD | -27.4% | +55.6% | -83.0% | -33.6% |
| 1Y | -13.0% | +42.3% | -55.3% | -19.3% |
| 3Y | -11.2% | +55.7% | -67.0% | -20.8% |
| 5Y | -45.2% | +122.4% | -167.6% | -63.5% |
| All | -45.2% | +125.5% | -170.6% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling