+157.6%
B vs MDB
-28.4%
+186.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | -1.6% | -17.4% | +15.8% | -0.5% |
| 30D | +9.4% | -2.0% | +11.5% | +9.3% |
| 3M | +5.0% | -3.0% | +8.0% | +4.8% |
| 6M | -3.5% | +48.7% | -52.2% | -6.7% |
| YTD | +4.5% | -12.1% | +16.6% | +4.1% |
| 1Y | +67.8% | +14.5% | +53.3% | +64.5% |
| 3Y | +196.7% | -6.1% | +202.8% | +187.2% |
| All | +157.6% | -28.4% | +186.0% | +136.5% |
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