+1,010.1%
MDB vs CFG
+171.9%
+838.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.1% |
| 7D | -18.0% | +2.7% | -20.7% | -18.8% |
| 30D | -10.7% | -3.7% | -7.0% | -9.8% |
| 3M | +1.0% | +9.5% | -8.5% | -2.2% |
| 6M | +31.6% | +22.2% | +9.4% | +22.5% |
| YTD | -15.2% | +22.3% | -37.5% | -21.0% |
| 1Y | +10.1% | +39.4% | -29.3% | -1.8% |
| 3Y | -5.6% | +188.5% | -194.1% | -32.7% |
| 5Y | -24.5% | +101.5% | -126.1% | -41.0% |
| All | +1,010.1% | +171.9% | +838.1% | +712.3% |
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