+1,049.8%
MDB vs CNP
+75.5%
+974.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | -17.4% | +1.1% | -18.5% | -17.6% |
| 30D | -2.0% | -1.8% | -0.2% | -1.7% |
| 3M | -3.0% | -4.6% | +1.6% | -2.3% |
| 6M | +48.7% | -8.8% | +57.5% | +50.9% |
| YTD | -12.1% | +5.2% | -17.4% | -14.2% |
| 1Y | +14.5% | +8.3% | +6.2% | +10.6% |
| 3Y | -6.1% | +54.9% | -61.0% | -19.4% |
| 5Y | -27.3% | +73.5% | -100.8% | -40.1% |
| All | +1,049.8% | +75.5% | +974.3% | +749.6% |
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 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