+920.8%
MDB vs CNP
+80.5%
+840.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.6% |
| 7D | -0.9% | -4.3% | +3.4% | 0.0% |
| 30D | -15.2% | +5.7% | -20.9% | -16.3% |
| 3M | -17.9% | +0.9% | -18.8% | -18.2% |
| 6M | +9.3% | -1.1% | +10.4% | +8.9% |
| YTD | -22.0% | +8.3% | -30.3% | -24.4% |
| 1Y | -9.3% | +5.9% | -15.2% | -11.8% |
| 3Y | -10.4% | +64.6% | -75.0% | -24.3% |
| 5Y | -43.2% | +74.6% | -117.8% | -53.2% |
| All | +920.8% | +80.5% | +840.3% | +648.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling