-12.1%
MDB vs CPB
-18.1%
+6.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.6% |
| 7D | -11.4% | +8.0% | -19.4% | -11.1% |
| 30D | -13.8% | +22.4% | -36.2% | -13.9% |
| 3M | -15.5% | +3.8% | -19.3% | -13.8% |
| 6M | +17.9% | +13.7% | +4.3% | +18.9% |
| YTD | -25.5% | -11.7% | -13.8% | -24.8% |
| 1Y | -12.1% | -18.1% | +6.0% | -14.1% |
| All | -12.1% | -18.1% | +6.0% | -14.1% |
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