+959.5%
MDB vs CG
+132.4%
+827.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +3.0% |
| 7D | +11.6% | -1.5% | +13.1% | +12.4% |
| 30D | -8.9% | +5.7% | -14.6% | -12.5% |
| 3M | -22.4% | -17.9% | -4.5% | -13.4% |
| 6M | +10.1% | -20.2% | +30.3% | +23.6% |
| YTD | -19.0% | -32.0% | +13.0% | -0.6% |
| 1Y | -7.0% | -27.0% | +20.0% | +9.2% |
| 3Y | -9.8% | +42.8% | -52.6% | -34.2% |
| 5Y | -40.1% | -23.4% | -16.6% | -37.8% |
| All | +959.5% | +132.4% | +827.1% | +500.4% |
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