-2.3%
MDB vs CRL
+42.4%
-44.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.6% |
| 7D | -17.4% | -1.0% | -16.4% | -17.3% |
| 30D | -2.0% | +10.7% | -12.7% | -5.1% |
| 3M | -3.0% | +55.3% | -58.3% | -15.7% |
| 6M | +48.7% | +60.7% | -12.0% | +26.8% |
| YTD | -12.1% | +44.6% | -56.8% | -22.6% |
| 1Y | +14.5% | +77.7% | -63.2% | -5.5% |
| All | -2.3% | +42.4% | -44.8% | -17.0% |
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