+920.8%
MDB vs CFG
+155.0%
+765.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.7% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -15.2% | +3.2% | -18.4% | -15.9% |
| 3M | -17.9% | -9.7% | -8.2% | -15.4% |
| 6M | +9.3% | +3.6% | +5.7% | +7.5% |
| YTD | -22.0% | +14.7% | -36.7% | -25.9% |
| 1Y | -9.3% | +29.6% | -38.9% | -17.1% |
| 3Y | -10.4% | +190.6% | -200.9% | -35.9% |
| 5Y | -43.2% | +67.1% | -110.3% | -53.6% |
| All | +920.8% | +155.0% | +765.8% | +662.2% |
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