-11.6%
MDB vs CP
+36.4%
-48.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | +6.8% | +2.1% | +4.7% | +6.1% |
| 30D | -6.2% | +9.3% | -15.5% | -9.3% |
| 3M | -29.2% | +0.5% | -29.7% | -29.4% |
| 6M | +10.3% | +10.4% | -0.1% | +5.6% |
| YTD | -20.4% | +28.7% | -49.1% | -29.3% |
| 1Y | -4.8% | +33.2% | -38.0% | -17.2% |
| 3Y | -11.6% | +38.4% | -50.0% | -28.0% |
| All | -11.6% | +36.4% | -48.0% | -28.0% |
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 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