-45.2%
MDB vs COO
-41.6%
-3.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.6% |
| 7D | -11.4% | +4.7% | -16.1% | -13.6% |
| 30D | -13.8% | +13.9% | -27.7% | -19.8% |
| 3M | -15.5% | -14.9% | -0.5% | -9.5% |
| 6M | +17.9% | +2.0% | +15.9% | +11.7% |
| YTD | -25.5% | -23.9% | -1.5% | -15.2% |
| 1Y | -12.1% | -9.6% | -2.5% | -11.2% |
| 3Y | -5.9% | -25.4% | +19.6% | -3.8% |
| All | -45.2% | -41.6% | -3.6% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling