+959.5%
MDB vs CP
+189.8%
+769.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +11.6% | +0.9% | +10.7% | +11.0% |
| 30D | -8.9% | +10.3% | -19.3% | -14.5% |
| 3M | -22.4% | +2.3% | -24.7% | -23.8% |
| 6M | +10.1% | +10.7% | -0.7% | +2.2% |
| YTD | -19.0% | +29.3% | -48.4% | -32.8% |
| 1Y | -7.0% | +31.5% | -38.5% | -23.7% |
| 3Y | -9.8% | +36.7% | -46.6% | -29.8% |
| 5Y | -40.1% | +26.8% | -66.8% | -50.6% |
| All | +959.5% | +189.8% | +769.7% | +396.0% |
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 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