-6.4%
MDB vs CSGP
-61.9%
+55.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.9% |
| 7D | -17.4% | -4.1% | -13.4% | -15.6% |
| 30D | -2.0% | +2.3% | -4.3% | -3.1% |
| 3M | -3.0% | -8.2% | +5.2% | +0.3% |
| 6M | +48.7% | -35.1% | +83.7% | +79.5% |
| YTD | -12.1% | -54.0% | +41.9% | +23.5% |
| 1Y | +14.5% | -65.3% | +79.8% | +84.5% |
| All | -6.4% | -61.9% | +55.5% | +40.1% |
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