+942.1%
MDB vs CFG
+155.6%
+786.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | +6.8% | +3.2% | +3.6% | +5.8% |
| 30D | -6.2% | +5.1% | -11.3% | -7.6% |
| 3M | -29.2% | -11.2% | -18.0% | -26.7% |
| 6M | +10.3% | +9.6% | +0.7% | +6.5% |
| YTD | -20.4% | +15.0% | -35.3% | -24.4% |
| 1Y | -4.8% | +29.9% | -34.7% | -13.1% |
| 3Y | -11.6% | +192.1% | -203.7% | -36.9% |
| 5Y | -41.0% | +62.3% | -103.3% | -51.6% |
| All | +942.1% | +155.6% | +786.5% | +677.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling