+875.5%
MDB vs CFG
+147.7%
+727.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | -11.4% | -0.9% | -10.5% | -11.1% |
| 30D | -13.8% | +1.1% | -14.9% | -14.1% |
| 3M | -15.5% | -12.0% | -3.5% | -12.1% |
| 6M | +17.9% | -2.2% | +20.2% | +18.0% |
| YTD | -25.5% | +11.4% | -36.9% | -28.5% |
| 1Y | -12.1% | +27.8% | -39.9% | -19.3% |
| 3Y | -5.9% | +173.3% | -179.2% | -31.5% |
| 5Y | -43.7% | +62.4% | -106.1% | -53.5% |
| All | +875.5% | +147.7% | +727.8% | +634.8% |
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