-11.9%
MDB vs CFG
+187.2%
-199.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -14.0% | +2.8% | -16.8% | -14.9% |
| 3M | -20.3% | -10.1% | -10.2% | -16.6% |
| 6M | +10.9% | +3.2% | +7.7% | +8.0% |
| YTD | -20.9% | +14.2% | -35.1% | -27.2% |
| 1Y | -11.2% | +27.4% | -38.6% | -22.8% |
| 3Y | -11.9% | +187.6% | -199.5% | -51.9% |
| All | -11.9% | +187.2% | -199.2% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling