-8.4%
MDB vs CSGP
-58.5%
+50.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.6% | -5.6% | -6.6% |
| 7D | -20.9% | +13.9% | -34.8% | -25.3% |
| 30D | -15.6% | +16.0% | -31.6% | -23.0% |
| 3M | -19.1% | +6.1% | -25.2% | -22.9% |
| 6M | +14.2% | -8.2% | +22.4% | +15.5% |
| YTD | -27.4% | -52.3% | +24.9% | -3.2% |
| 1Y | -13.0% | -54.5% | +41.5% | +18.2% |
| All | -8.4% | -58.5% | +50.1% | +20.1% |
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