-9.1%
MDB vs CNC
-2.4%
-6.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -4.5% | -4.9% | +0.3% | -4.3% |
| 30D | -14.0% | -3.8% | -10.2% | -13.9% |
| 3M | +5.3% | -3.2% | +8.6% | +5.4% |
| 6M | +31.9% | +47.9% | -16.0% | +30.5% |
| YTD | -14.6% | +55.7% | -70.3% | -15.7% |
| 1Y | +8.2% | +106.2% | -98.0% | +6.1% |
| All | -9.1% | -2.4% | -6.7% | -7.6% |
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