+219.9%
B vs MDB
+892.0%
-672.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +3.9% |
| 7D | +11.3% | -0.9% | +12.3% | +11.4% |
| 30D | +2.9% | -15.2% | +18.1% | +4.0% |
| 3M | -2.9% | -17.9% | +15.1% | -2.0% |
| 6M | -1.2% | +9.3% | -10.5% | -2.6% |
| YTD | -1.3% | -22.0% | +20.7% | -1.0% |
| 1Y | +30.4% | -9.3% | +39.7% | +29.3% |
| 3Y | +195.3% | -10.4% | +205.7% | +186.0% |
| 5Y | +146.2% | -43.2% | +189.5% | +135.5% |
| All | +219.9% | +892.0% | -672.2% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling