-6.4%
MDB vs CNH
+9.6%
-16.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.4% |
| 7D | -17.4% | +23.3% | -40.7% | -19.3% |
| 30D | -2.0% | +33.5% | -35.5% | -5.3% |
| 3M | -3.0% | +32.7% | -35.7% | -6.4% |
| 6M | +48.7% | +22.2% | +26.5% | +45.2% |
| YTD | -12.1% | +57.7% | -69.8% | -20.3% |
| 1Y | +14.5% | +28.0% | -13.5% | +10.2% |
| All | -6.4% | +9.6% | -16.0% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling