+106.9%
B vs MDB
-40.4%
+147.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -6.2% | +11.6% | -17.8% | -6.9% |
| 30D | -6.6% | -8.9% | +2.3% | -6.1% |
| 3M | -7.9% | -22.4% | +14.5% | -6.7% |
| 6M | -16.8% | +10.1% | -26.9% | -18.0% |
| YTD | -11.7% | -19.0% | +7.4% | -11.7% |
| 1Y | +3.5% | -7.0% | +10.5% | +2.5% |
| 3Y | +165.7% | -9.8% | +175.6% | +157.5% |
| All | +106.9% | -40.4% | +147.3% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling