+1,049.8%
MDB vs CF
+356.7%
+693.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.5% |
| 7D | -17.4% | +6.0% | -23.4% | -18.4% |
| 30D | -2.0% | +14.8% | -16.9% | -4.7% |
| 3M | -3.0% | +14.1% | -17.1% | -5.9% |
| 6M | +48.7% | +28.5% | +20.1% | +38.9% |
| YTD | -12.1% | +74.9% | -87.1% | -23.5% |
| 1Y | +14.5% | +61.7% | -47.2% | +1.0% |
| 3Y | -6.1% | +80.3% | -86.5% | -21.1% |
| 5Y | -27.3% | +226.0% | -253.3% | -49.6% |
| All | +1,049.8% | +356.7% | +693.1% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling