+942.1%
MDB vs CPB
-30.5%
+972.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -1.6% |
| 7D | +6.8% | -1.6% | +8.4% | +6.8% |
| 30D | -6.2% | +19.2% | -25.4% | -6.0% |
| 3M | -29.2% | -0.9% | -28.3% | -29.0% |
| 6M | +10.3% | +15.2% | -4.9% | +10.7% |
| YTD | -20.4% | -13.1% | -7.3% | -20.3% |
| 1Y | -4.8% | -22.4% | +17.6% | -4.9% |
| 3Y | -11.6% | -35.3% | +23.7% | -12.4% |
| 5Y | -41.0% | -33.0% | -8.1% | -41.7% |
| All | +942.1% | -30.5% | +972.6% | +912.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling