-45.2%
MDB vs CG
-22.2%
-23.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.2% |
| 7D | -11.4% | -1.2% | -10.2% | -10.8% |
| 30D | -13.8% | +5.0% | -18.9% | -17.3% |
| 3M | -15.5% | -18.2% | +2.7% | -3.5% |
| 6M | +17.9% | -20.7% | +38.6% | +35.6% |
| YTD | -25.5% | -31.4% | +6.0% | -5.5% |
| 1Y | -12.1% | -22.3% | +10.2% | +1.1% |
| 3Y | -5.9% | +50.2% | -56.0% | -44.8% |
| All | -45.2% | -22.2% | -23.1% | -36.1% |
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