+1,049.8%
MDB vs CG
+177.4%
+872.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.1% |
| 7D | -17.4% | -4.3% | -13.1% | -15.3% |
| 30D | -2.0% | -5.1% | +3.1% | +1.1% |
| 3M | -3.0% | +8.7% | -11.7% | -8.5% |
| 6M | +48.7% | -9.2% | +57.9% | +54.6% |
| YTD | -12.1% | -18.9% | +6.7% | -2.1% |
| 1Y | +14.5% | -25.6% | +40.1% | +32.9% |
| 3Y | -6.1% | +57.3% | -63.4% | -34.7% |
| 5Y | -27.3% | +10.2% | -37.5% | -37.2% |
| All | +1,049.8% | +177.4% | +872.4% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling