+216.0%
C vs MDB
-11.2%
+227.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +4.2% | +6.8% | -2.7% | +3.4% |
| 30D | +2.0% | -6.2% | +8.2% | +2.5% |
| 3M | -10.1% | -29.2% | +19.1% | -7.2% |
| 6M | +1.0% | +10.3% | -9.3% | -2.0% |
| YTD | +8.5% | -20.4% | +28.8% | +8.7% |
| 1Y | +25.7% | -4.8% | +30.6% | +22.8% |
| 3Y | +216.0% | -11.6% | +227.6% | +188.2% |
| All | +216.0% | -11.2% | +227.2% | +188.2% |
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