-7.7%
MDB vs COO
-7.7%
-0.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | -1.4% |
| 7D | -16.5% | +8.4% | -25.0% | -15.7% |
| 30D | -8.6% | +13.5% | -22.1% | -7.4% |
| 3M | -13.6% | -13.8% | +0.2% | -11.5% |
| 6M | +24.1% | +4.7% | +19.3% | +26.4% |
| YTD | -21.8% | -21.4% | -0.4% | -12.7% |
| 1Y | -7.7% | -6.7% | -1.0% | +16.1% |
| All | -7.7% | -7.7% | -0.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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