-5.9%
MDB vs CNP
+60.3%
-66.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +3.2% |
| 7D | -11.4% | -4.2% | -7.2% | -12.5% |
| 30D | -13.8% | +5.5% | -19.4% | -12.4% |
| 3M | -15.5% | +0.6% | -16.0% | -15.2% |
| 6M | +17.9% | -2.8% | +20.8% | +17.5% |
| YTD | -25.5% | +7.9% | -33.3% | -24.9% |
| 1Y | -12.1% | +6.7% | -18.7% | -11.5% |
| 3Y | -5.9% | +61.1% | -67.0% | -8.0% |
| All | -5.9% | +60.3% | -66.1% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling