+875.5%
MDB vs CPB
-30.3%
+905.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% | -18.0% | -15.1% |
| 6M | +17.9% | +12.2% | +5.7% | +18.4% |
| YTD | -25.5% | -12.8% | -12.6% | -25.4% |
| 1Y | -12.1% | -19.2% | +7.1% | -12.1% |
| 3Y | -5.9% | -35.6% | +29.7% | -6.7% |
| 5Y | -43.7% | -31.4% | -12.3% | -44.4% |
| All | +875.5% | -30.3% | +905.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling