+959.5%
MDB vs CRL
+197.0%
+762.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +11.6% | +8.9% | +2.7% | +6.0% |
| 30D | -8.9% | +14.0% | -22.9% | -15.5% |
| 3M | -22.4% | +19.8% | -42.2% | -30.9% |
| 6M | +10.1% | +102.0% | -92.0% | -29.8% |
| YTD | -19.0% | +70.8% | -89.9% | -43.9% |
| 1Y | -7.0% | +98.7% | -105.7% | -41.6% |
| 3Y | -9.8% | +98.2% | -108.0% | -52.3% |
| 5Y | -40.1% | -11.7% | -28.4% | -40.3% |
| All | +959.5% | +197.0% | +762.5% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling