+1,049.8%
MDB vs COO
+17.8%
+1,032.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.1% |
| 7D | -17.4% | -2.2% | -15.2% | -16.3% |
| 30D | -2.0% | -7.0% | +5.0% | +2.5% |
| 3M | -3.0% | +12.2% | -15.2% | -11.5% |
| 6M | +48.7% | -15.1% | +63.8% | +62.2% |
| YTD | -12.1% | -15.1% | +3.0% | -3.8% |
| 1Y | +14.5% | +2.3% | +12.2% | +8.7% |
| 3Y | -6.1% | -23.7% | +17.5% | +1.2% |
| 5Y | -27.3% | -38.9% | +11.6% | -6.6% |
| All | +1,049.8% | +17.8% | +1,032.0% | +723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling