-10.5%
MDB vs COO
-23.7%
+13.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.0% |
| 7D | +3.0% | -2.3% | +5.3% | +3.3% |
| 30D | -11.3% | +13.3% | -24.6% | -13.2% |
| 3M | -23.0% | -18.1% | -4.9% | -19.7% |
| 6M | +14.8% | +6.7% | +8.1% | +11.7% |
| YTD | -19.4% | -23.2% | +3.8% | -13.7% |
| 1Y | -9.0% | -12.3% | +3.3% | -6.2% |
| All | -10.5% | -23.7% | +13.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling