-7.7%
MDB vs CPB
-18.4%
+10.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | -1.8% |
| 7D | -16.5% | +13.0% | -29.5% | -16.2% |
| 30D | -8.6% | +20.5% | -29.1% | -8.5% |
| 3M | -13.6% | +2.2% | -15.8% | -11.6% |
| 6M | +24.1% | +15.4% | +8.7% | +25.3% |
| YTD | -21.8% | -12.3% | -9.4% | -21.0% |
| 1Y | -7.7% | -18.0% | +10.3% | -9.1% |
| All | -7.7% | -18.4% | +10.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling