+166.1%
B vs MDB
-9.9%
+176.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.4% |
| 7D | +9.6% | -11.4% | +21.0% | +10.4% |
| 30D | +3.5% | -13.8% | +17.4% | +4.5% |
| 3M | -1.6% | -15.5% | +13.9% | -0.9% |
| 6M | -1.7% | +17.9% | -19.6% | -3.4% |
| YTD | -5.3% | -25.5% | +20.1% | -4.9% |
| 1Y | +27.2% | -12.1% | +39.3% | +26.9% |
| 3Y | +166.1% | -5.9% | +172.0% | +162.3% |
| All | +166.1% | -9.9% | +176.0% | +162.3% |
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