+79.9%
AAPL vs MDB
-5.6%
+85.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | -2.7% | -18.0% | +15.3% | -1.1% |
| 30D | +1.0% | -10.7% | +11.7% | +1.7% |
| 3M | +5.0% | +1.0% | +4.0% | +4.3% |
| 6M | +23.0% | +31.6% | -8.6% | +18.3% |
| YTD | +16.6% | -15.2% | +31.8% | +16.6% |
| 1Y | +33.4% | +10.1% | +23.3% | +28.9% |
| 3Y | +79.9% | -5.6% | +85.5% | +64.4% |
| All | +79.9% | -5.6% | +85.5% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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