-11.6%
MDB vs CRL
+97.9%
-109.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | -6.2% | +11.9% | -18.1% | -8.9% |
| 3M | -29.2% | +20.2% | -49.4% | -32.9% |
| 6M | +10.3% | +107.5% | -97.2% | -11.6% |
| YTD | -20.4% | +69.4% | -89.8% | -32.6% |
| 1Y | -4.8% | +99.7% | -104.6% | -23.2% |
| 3Y | -11.6% | +98.8% | -110.4% | -32.7% |
| All | -11.6% | +97.9% | -109.5% | -32.7% |
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