-24.7%
MDB vs CNH
+11.5%
-36.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -5.3% |
| 7D | -17.4% | +23.3% | -40.7% | -23.4% |
| 30D | -2.0% | +33.5% | -35.5% | -12.0% |
| 3M | -3.0% | +32.7% | -35.7% | -13.4% |
| 6M | +48.7% | +22.2% | +26.5% | +34.7% |
| YTD | -12.1% | +57.7% | -69.8% | -29.8% |
| 1Y | +14.5% | +28.0% | -13.5% | +0.4% |
| 3Y | -6.1% | +11.5% | -17.7% | -15.5% |
| All | -24.7% | +11.5% | -36.2% | -32.4% |
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