-45.2%
MDB vs CP
+24.4%
-69.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.7% |
| 7D | -11.4% | +2.8% | -14.1% | -13.0% |
| 30D | -13.8% | +10.2% | -24.0% | -19.3% |
| 3M | -15.5% | +2.4% | -17.8% | -17.0% |
| 6M | +17.9% | +7.7% | +10.3% | +10.9% |
| YTD | -25.5% | +26.0% | -51.5% | -38.2% |
| 1Y | -12.1% | +34.6% | -46.7% | -30.9% |
| 3Y | -5.9% | +26.7% | -32.6% | -26.5% |
| All | -45.2% | +24.4% | -69.6% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling