+1,010.1%
MDB vs CG
+171.3%
+838.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.2% |
| 7D | -18.0% | -1.3% | -16.7% | -17.4% |
| 30D | -10.7% | -3.2% | -7.6% | -8.9% |
| 3M | +1.0% | +6.2% | -5.2% | -3.4% |
| 6M | +31.6% | -4.7% | +36.3% | +33.2% |
| YTD | -15.2% | -20.6% | +5.4% | -4.2% |
| 1Y | +10.1% | -26.4% | +36.5% | +28.6% |
| 3Y | -5.6% | +55.4% | -61.0% | -33.9% |
| 5Y | -24.5% | +9.8% | -34.4% | -34.5% |
| All | +1,010.1% | +171.3% | +838.7% | +478.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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