-11.6%
MDB vs CNC
-1.0%
-10.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -1.7% |
| 7D | +6.8% | +2.2% | +4.6% | +6.7% |
| 30D | -6.2% | +1.6% | -7.8% | -6.3% |
| 3M | -29.2% | +7.9% | -37.2% | -29.5% |
| 6M | +10.3% | +21.2% | -10.9% | +9.4% |
| YTD | -20.4% | +73.2% | -93.6% | -21.8% |
| 1Y | -4.8% | +97.5% | -102.3% | -6.8% |
| 3Y | -11.6% | -1.2% | -10.4% | -10.5% |
| All | -11.6% | -1.0% | -10.6% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling