+954.3%
MDB vs CNP
+81.4%
+872.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -11.3% | +5.0% | -16.4% | -12.3% |
| 3M | -23.0% | +2.7% | -25.7% | -23.6% |
| 6M | +14.8% | -1.9% | +16.6% | +14.5% |
| YTD | -19.4% | +8.8% | -28.2% | -22.0% |
| 1Y | -9.0% | +5.6% | -14.6% | -11.3% |
| 3Y | -10.3% | +63.2% | -73.5% | -24.0% |
| 5Y | -38.4% | +73.8% | -112.1% | -49.0% |
| All | +954.3% | +81.4% | +872.9% | +672.5% |
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