+23.5%
MDB vs CYCU
-99.9%
+123.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.1% |
| 7D | -17.4% | -8.1% | -9.4% | -17.4% |
| 30D | -2.0% | -43.0% | +41.0% | -1.7% |
| 3M | -3.0% | -50.8% | +47.8% | -1.8% |
| 6M | +48.7% | -74.1% | +122.8% | +52.8% |
| YTD | -12.1% | -84.0% | +71.8% | -7.9% |
| 1Y | +14.5% | -92.2% | +106.7% | +14.9% |
| All | +23.5% | -99.9% | +123.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 all: compounded portfolio wealth divided by compounded CYCU 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…
all analysis · Full analysis span regression · 6 months rolling