+954.3%
MDB vs CP
+187.2%
+767.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | +3.0% | -0.7% | +3.6% | +3.4% |
| 30D | -11.3% | +9.6% | -21.0% | -16.4% |
| 3M | -23.0% | +2.2% | -25.2% | -24.4% |
| 6M | +14.8% | +11.1% | +3.7% | +6.3% |
| YTD | -19.4% | +28.2% | -47.6% | -32.8% |
| 1Y | -9.0% | +32.2% | -41.1% | -25.6% |
| 3Y | -10.3% | +35.5% | -45.8% | -29.8% |
| 5Y | -38.4% | +26.8% | -65.2% | -49.2% |
| All | +954.3% | +187.2% | +767.1% | +396.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling