+14.5%
MDB vs CP
+19.9%
-5.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.0% |
| 7D | -17.4% | -2.7% | -14.8% | -17.8% |
| 30D | -2.0% | +0.2% | -2.2% | -1.9% |
| 3M | -3.0% | +2.6% | -5.6% | -2.3% |
| 6M | +48.7% | +6.0% | +42.7% | +50.0% |
| YTD | -12.1% | +24.9% | -37.1% | -3.1% |
| 1Y | +14.5% | +20.1% | -5.6% | +26.0% |
| All | +14.5% | +19.9% | -5.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling