-23.5%
MDB vs CNC
+5.2%
-28.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.1% |
| 7D | -2.8% | -3.9% | +1.1% | -2.3% |
| 30D | -14.9% | +0.8% | -15.7% | -15.0% |
| 3M | +7.3% | +0.1% | +7.3% | +7.1% |
| 6M | +38.2% | +79.7% | -41.5% | +29.4% |
| YTD | -10.9% | +58.9% | -69.8% | -15.9% |
| 1Y | +11.6% | +109.1% | -97.5% | +1.5% |
| 3Y | -0.9% | 0.0% | -0.9% | -4.3% |
| 5Y | -23.5% | +9.5% | -33.0% | -13.7% |
| All | -23.5% | +5.2% | -28.7% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling