-40.5%
MDB vs CNC
-5.8%
-34.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -1.8% |
| 7D | +6.8% | +2.2% | +4.6% | +6.6% |
| 30D | -6.2% | +1.6% | -7.8% | -6.5% |
| 3M | -29.2% | +7.9% | -37.2% | -30.1% |
| 6M | +10.3% | +21.2% | -10.9% | +7.3% |
| YTD | -20.4% | +73.2% | -93.6% | -26.3% |
| 1Y | -4.8% | +97.5% | -102.3% | -13.4% |
| 3Y | -11.6% | -1.2% | -10.4% | -12.8% |
| All | -40.5% | -5.8% | -34.7% | -41.0% |
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