-11.6%
MDB vs CNP
+64.0%
-75.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.5% |
| 7D | +6.8% | +1.3% | +5.5% | +7.2% |
| 30D | -6.2% | +3.8% | -10.0% | -5.1% |
| 3M | -29.2% | +2.4% | -31.6% | -28.7% |
| 6M | +10.3% | -1.2% | +11.5% | +10.3% |
| YTD | -20.4% | +9.3% | -29.6% | -19.4% |
| 1Y | -4.8% | +6.4% | -11.3% | -3.8% |
| 3Y | -11.6% | +66.4% | -77.9% | -15.2% |
| All | -11.6% | +64.0% | -75.5% | -15.2% |
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