-5.9%
MDB vs COO
-25.3%
+19.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.0% |
| 7D | -11.4% | +4.7% | -16.1% | -12.0% |
| 30D | -13.8% | +13.9% | -27.7% | -15.8% |
| 3M | -15.5% | -14.9% | -0.5% | -12.6% |
| 6M | +17.9% | +2.0% | +15.9% | +16.1% |
| YTD | -25.5% | -23.9% | -1.5% | -20.0% |
| 1Y | -12.1% | -9.6% | -2.5% | -10.3% |
| 3Y | -5.9% | -25.4% | +19.6% | -0.4% |
| All | -5.9% | -25.3% | +19.5% | -0.4% |
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