-12.4%
MDB vs CRL
+111.4%
-123.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | 0.0% | +3.0% |
| 7D | -0.9% | +4.4% | -5.3% | -2.5% |
| 30D | -15.2% | +17.1% | -32.3% | -18.7% |
| 3M | -17.9% | +32.1% | -50.0% | -24.2% |
| 6M | +9.3% | +98.9% | -89.6% | -12.7% |
| YTD | -22.0% | +77.1% | -99.1% | -34.0% |
| All | -12.4% | +111.4% | -123.8% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling