-10.1%
MDB vs CPB
-37.1%
+27.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.3% |
| 7D | +11.6% | -5.8% | +17.4% | +10.3% |
| 30D | -8.9% | +16.5% | -25.4% | -6.4% |
| 3M | -22.4% | -1.1% | -21.3% | -21.5% |
| 6M | +10.1% | +11.5% | -1.4% | +13.7% |
| YTD | -19.0% | -15.7% | -3.3% | -21.7% |
| 1Y | -7.0% | -24.7% | +17.7% | -13.1% |
| All | -10.1% | -37.1% | +27.0% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling