+920.8%
MDB vs CSGP
+10.8%
+910.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.4% | +3.1% |
| 7D | -0.9% | -1.8% | +0.9% | 0.0% |
| 30D | -15.2% | +5.3% | -20.5% | -21.8% |
| 3M | -17.9% | +3.3% | -21.2% | -23.7% |
| 6M | +9.3% | -4.7% | +14.0% | +7.0% |
| YTD | -22.0% | -53.5% | +31.5% | +26.2% |
| 1Y | -9.3% | -53.7% | +44.4% | +46.3% |
| 3Y | -10.4% | -59.7% | +49.4% | +50.2% |
| 5Y | -43.2% | -62.5% | +19.2% | +1.7% |
| All | +920.8% | +10.8% | +910.0% | +836.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling