-40.5%
MDB vs CG
-23.0%
-17.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.4% |
| 7D | +6.8% | +0.2% | +6.7% | +6.4% |
| 30D | -6.2% | +11.2% | -17.4% | -13.8% |
| 3M | -29.2% | -22.1% | -7.2% | -16.6% |
| 6M | +10.3% | -17.9% | +28.2% | +23.7% |
| YTD | -20.4% | -31.3% | +10.9% | +0.5% |
| 1Y | -4.8% | -24.0% | +19.1% | +11.1% |
| 3Y | -11.6% | +45.0% | -56.5% | -46.5% |
| All | -40.5% | -23.0% | -17.5% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling