+920.8%
MDB vs COO
+8.2%
+912.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.2% |
| 7D | -0.9% | +4.3% | -5.2% | -3.5% |
| 30D | -15.2% | +17.6% | -32.8% | -23.4% |
| 3M | -17.9% | -13.9% | -4.0% | -12.3% |
| 6M | +9.3% | +6.6% | +2.8% | 0.0% |
| YTD | -22.0% | -22.0% | 0.0% | -12.3% |
| 1Y | -9.3% | -8.8% | -0.5% | -9.1% |
| 3Y | -10.4% | -21.5% | +11.1% | -9.4% |
| 5Y | -43.2% | -41.0% | -2.2% | -27.7% |
| All | +920.8% | +8.2% | +912.6% | +650.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling