+875.5%
MDB vs CNP
+79.9%
+795.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.3% |
| 7D | -11.4% | -4.2% | -7.2% | -10.5% |
| 30D | -13.8% | +5.5% | -19.4% | -14.9% |
| 3M | -15.5% | +0.6% | -16.0% | -15.7% |
| 6M | +17.9% | -2.8% | +20.8% | +17.9% |
| YTD | -25.5% | +7.9% | -33.3% | -27.7% |
| 1Y | -12.1% | +6.7% | -18.7% | -14.6% |
| 3Y | -5.9% | +61.1% | -67.0% | -20.0% |
| 5Y | -43.7% | +73.0% | -116.7% | -53.4% |
| All | +875.5% | +79.9% | +795.6% | +616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling