-9.0%
MDB vs CNH
+31.1%
-40.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +2.2% |
| 7D | +3.0% | +6.7% | -3.7% | +4.2% |
| 30D | -11.3% | +7.2% | -18.5% | -9.9% |
| 3M | -23.0% | +17.5% | -40.5% | -19.7% |
| 6M | +14.8% | +15.0% | -0.2% | +20.8% |
| YTD | -19.4% | +36.8% | -56.2% | -16.0% |
| 1Y | -9.0% | +27.6% | -36.6% | -4.1% |
| All | -9.0% | +31.1% | -40.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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