+128.4%
C vs MDB
+924.6%
-796.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.3% | +1.4% |
| 7D | -0.4% | +3.0% | -3.4% | -0.7% |
| 30D | -5.3% | -11.3% | +6.0% | -4.3% |
| 3M | -8.0% | -23.0% | +15.0% | -6.1% |
| 6M | -0.3% | +14.8% | -15.0% | -3.4% |
| YTD | +8.6% | -19.4% | +28.1% | +8.6% |
| 1Y | +25.8% | -9.0% | +34.8% | +23.7% |
| 3Y | +221.2% | -10.3% | +231.5% | +202.9% |
| 5Y | +113.6% | -38.4% | +151.9% | +96.9% |
| All | +128.4% | +924.6% | -796.2% | +38.1% |
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