-9.0%
MDB vs CFG
+28.5%
-37.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.6% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | -11.3% | +3.1% | -14.5% | -11.8% |
| 3M | -23.0% | -9.7% | -13.3% | -21.6% |
| 6M | +14.8% | +6.7% | +8.0% | +11.8% |
| YTD | -19.4% | +15.2% | -34.6% | -23.6% |
| 1Y | -9.0% | +28.8% | -37.7% | -17.4% |
| All | -9.0% | +28.5% | -37.5% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling