-7.7%
MDB vs CNC
+122.0%
-129.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.6% | -14.7% | -2.9% |
| 7D | -16.5% | +13.4% | -29.9% | -17.2% |
| 30D | -8.6% | +18.2% | -26.8% | -9.7% |
| 3M | -13.6% | +18.6% | -32.2% | -14.7% |
| 6M | +24.1% | +41.9% | -17.9% | +21.3% |
| YTD | -21.8% | +84.7% | -106.5% | -25.0% |
| 1Y | -7.7% | +110.5% | -118.2% | -12.5% |
| All | -7.7% | +122.0% | -129.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling