+10.1%
MDB vs CNP
+9.0%
+1.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -2.3% |
| 7D | -18.0% | +1.6% | -19.7% | -16.6% |
| 30D | -10.7% | -0.8% | -9.9% | -11.2% |
| 3M | +1.0% | -3.6% | +4.5% | -1.4% |
| 6M | +31.6% | -6.9% | +38.6% | +25.3% |
| YTD | -15.2% | +6.4% | -21.6% | -5.3% |
| 1Y | +10.1% | +9.9% | +0.2% | +23.6% |
| All | +10.1% | +9.0% | +1.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling