+64.2%
MDB vs CRBG
+117.3%
-53.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.6% | -3.8% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -17.3% | +2.6% | -19.9% | -18.4% |
| 3M | +2.2% | +24.0% | -21.8% | -8.8% |
| 6M | +33.9% | +50.5% | -16.6% | +7.0% |
| YTD | -13.7% | +17.1% | -30.8% | -21.3% |
| 1Y | +9.1% | +5.9% | +3.2% | +4.0% |
| 3Y | -8.1% | +122.7% | -130.9% | -40.7% |
| All | +64.2% | +117.3% | -53.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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