+923.9%
MDB vs CF
+282.5%
+641.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.4% |
| 7D | -16.5% | -6.9% | -9.7% | -15.6% |
| 30D | -8.6% | -3.7% | -4.8% | -8.2% |
| 3M | -13.6% | -5.0% | -8.6% | -13.5% |
| 6M | +24.1% | -10.5% | +34.5% | +24.9% |
| YTD | -21.8% | +46.5% | -68.3% | -30.1% |
| 1Y | -7.7% | +34.8% | -42.5% | -16.2% |
| 3Y | -4.3% | +46.7% | -51.0% | -16.7% |
| 5Y | -38.6% | +112.0% | -150.6% | -53.2% |
| All | +923.9% | +282.5% | +641.5% | +513.4% |
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