-24.7%
MDB vs CP
+32.0%
-56.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | -17.4% | -2.7% | -14.8% | -16.1% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | -3.0% | +2.6% | -5.6% | -4.9% |
| 6M | +48.7% | +6.0% | +42.7% | +41.1% |
| YTD | -12.1% | +24.9% | -37.1% | -25.9% |
| 1Y | +14.5% | +20.1% | -5.6% | -1.2% |
| 3Y | -6.1% | +16.4% | -22.5% | -19.9% |
| All | -24.7% | +32.0% | -56.7% | -39.8% |
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