-24.7%
MDB vs CRL
-35.5%
+10.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.3% |
| 7D | -17.4% | -1.0% | -16.4% | -17.2% |
| 30D | -2.0% | +10.7% | -12.7% | -7.2% |
| 3M | -3.0% | +55.3% | -58.3% | -23.7% |
| 6M | +48.7% | +60.7% | -12.0% | +12.9% |
| YTD | -12.1% | +44.6% | -56.8% | -29.5% |
| 1Y | +14.5% | +77.7% | -63.2% | -19.0% |
| 3Y | -6.1% | +37.6% | -43.8% | -31.0% |
| All | -24.7% | -35.5% | +10.8% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling