-6.4%
MDB vs COO
-23.4%
+17.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -17.4% | -2.2% | -15.2% | -17.0% |
| 30D | -2.0% | -7.0% | +5.0% | -0.3% |
| 3M | -3.0% | +12.2% | -15.2% | -6.1% |
| 6M | +48.7% | -15.1% | +63.8% | +55.8% |
| YTD | -12.1% | -15.1% | +3.0% | -7.7% |
| 1Y | +14.5% | +2.3% | +12.2% | +13.5% |
| All | -6.4% | -23.4% | +17.0% | +3.4% |
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