-24.7%
MDB vs CSGP
-64.7%
+40.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.3% |
| 7D | -17.4% | -4.1% | -13.4% | -14.7% |
| 30D | -2.0% | +2.3% | -4.3% | -3.9% |
| 3M | -3.0% | -8.2% | +5.2% | +1.6% |
| 6M | +48.7% | -35.1% | +83.7% | +101.9% |
| YTD | -12.1% | -54.0% | +41.9% | +51.7% |
| 1Y | +14.5% | -65.3% | +79.8% | +145.2% |
| 3Y | -6.1% | -62.6% | +56.4% | +75.6% |
| All | -24.7% | -64.7% | +40.0% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling