-45.2%
MDB vs CNH
-14.7%
-30.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.9% |
| 7D | -11.4% | -1.7% | -9.7% | -10.9% |
| 30D | -13.8% | -7.2% | -6.6% | -12.2% |
| 3M | -15.5% | +6.5% | -22.0% | -19.2% |
| 6M | +17.9% | +7.9% | +10.1% | +10.3% |
| YTD | -25.5% | +26.6% | -52.1% | -37.0% |
| 1Y | -12.1% | +13.8% | -25.8% | -22.1% |
| 3Y | -5.9% | +9.2% | -15.1% | -21.2% |
| All | -45.2% | -14.7% | -30.6% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling