-5.9%
MDB vs CSGP
-60.4%
+54.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +4.5% |
| 7D | -11.4% | +1.3% | -12.6% | -12.1% |
| 30D | -13.8% | +10.7% | -24.5% | -20.1% |
| 3M | -15.5% | +3.3% | -18.7% | -18.9% |
| 6M | +17.9% | -10.3% | +28.3% | +20.1% |
| YTD | -25.5% | -54.6% | +29.1% | +1.2% |
| 1Y | -12.1% | -54.6% | +42.6% | +19.1% |
| 3Y | -5.9% | -60.3% | +54.5% | +25.5% |
| All | -5.9% | -60.4% | +54.6% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling