+5.4%
B vs MDB
-7.1%
+12.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -7.3% | +6.8% | -14.2% | -7.9% |
| 30D | -3.3% | -6.2% | +2.9% | -2.8% |
| 3M | -7.8% | -29.2% | +21.5% | -5.5% |
| 6M | -15.5% | +10.3% | -25.8% | -17.0% |
| YTD | -12.3% | -20.4% | +8.1% | -12.9% |
| 1Y | +5.4% | -4.8% | +10.2% | +7.6% |
| All | +5.4% | -7.1% | +12.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling