-7.7%
MDB vs CSGP
-53.2%
+45.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -3.3% |
| 7D | -16.5% | +18.3% | -34.8% | -21.4% |
| 30D | -8.6% | +17.8% | -26.4% | -16.5% |
| 3M | -13.6% | +9.3% | -22.8% | -18.2% |
| 6M | +24.1% | -7.9% | +32.0% | +25.0% |
| YTD | -21.8% | -51.5% | +29.8% | -3.1% |
| 1Y | -7.7% | -53.3% | +45.6% | +15.6% |
| All | -7.7% | -53.2% | +45.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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