+1,049.8%
MDB vs CFG
+175.0%
+874.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | +1.5% | -19.0% | -17.9% |
| 30D | -2.0% | -3.8% | +1.8% | -1.0% |
| 3M | -3.0% | +11.5% | -14.5% | -6.6% |
| 6M | +48.7% | +19.2% | +29.5% | +39.4% |
| YTD | -12.1% | +23.7% | -35.8% | -18.5% |
| 1Y | +14.5% | +38.8% | -24.4% | +2.2% |
| 3Y | -6.1% | +178.9% | -185.0% | -32.4% |
| 5Y | -27.3% | +101.8% | -129.1% | -43.3% |
| All | +1,049.8% | +175.0% | +874.8% | +738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling