+1,049.8%
MDB vs CPB
-35.6%
+1,085.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -4.0% |
| 7D | -17.4% | -8.6% | -8.8% | -17.3% |
| 30D | -2.0% | -7.2% | +5.2% | -1.9% |
| 3M | -3.0% | +0.9% | -3.9% | -2.9% |
| 6M | +48.7% | -11.8% | +60.5% | +48.5% |
| YTD | -12.1% | -19.4% | +7.3% | -12.3% |
| 1Y | +14.5% | -30.4% | +44.9% | +14.0% |
| 3Y | -6.1% | -40.2% | +34.0% | -7.3% |
| 5Y | -27.3% | -39.5% | +12.2% | -28.2% |
| All | +1,049.8% | -35.6% | +1,085.4% | +1,013.8% |
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