-5.9%
MDB vs CP
+26.5%
-32.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.2% |
| 7D | -11.4% | +2.8% | -14.1% | -12.2% |
| 30D | -13.8% | +10.2% | -24.0% | -16.9% |
| 3M | -15.5% | +2.4% | -17.8% | -16.2% |
| 6M | +17.9% | +7.7% | +10.3% | +14.1% |
| YTD | -25.5% | +26.0% | -51.5% | -33.0% |
| 1Y | -12.1% | +34.6% | -46.7% | -23.9% |
| 3Y | -5.9% | +26.7% | -32.6% | -15.2% |
| All | -5.9% | +26.5% | -32.4% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling