+875.5%
MDB vs CPB
-29.4%
+904.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.7% |
| 7D | -11.4% | +8.0% | -19.4% | -11.2% |
| 30D | -13.8% | +22.4% | -36.2% | -13.7% |
| 3M | -15.5% | +3.8% | -19.3% | -15.1% |
| 6M | +17.9% | +13.7% | +4.3% | +18.4% |
| YTD | -25.5% | -11.7% | -13.8% | -25.4% |
| 1Y | -12.1% | -18.1% | +6.0% | -12.1% |
| 3Y | -5.9% | -34.7% | +28.9% | -6.7% |
| 5Y | -43.7% | -30.6% | -13.1% | -44.4% |
| All | +875.5% | -29.4% | +904.9% | +847.8% |
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