-5.9%
MDB vs CRL
+86.4%
-92.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.8% | -5.1% | +0.4% |
| 7D | -11.4% | -6.1% | -5.3% | -9.7% |
| 30D | -13.8% | +12.4% | -26.2% | -16.4% |
| 3M | -15.5% | +27.1% | -42.6% | -21.1% |
| 6M | +17.9% | +85.7% | -67.8% | -2.4% |
| YTD | -25.5% | +69.2% | -94.7% | -36.9% |
| 1Y | -12.1% | +97.5% | -109.6% | -28.9% |
| 3Y | -5.9% | +86.1% | -92.0% | -26.1% |
| All | -5.9% | +86.4% | -92.3% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling