+105.9%
C vs MDB
-44.1%
+150.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | -2.4% | -11.4% | +9.0% | -1.1% |
| 30D | -6.0% | -13.8% | +7.8% | -4.6% |
| 3M | -10.5% | -15.5% | +4.9% | -9.7% |
| 6M | -5.7% | +17.9% | -23.6% | -9.2% |
| YTD | +4.1% | -25.5% | +29.6% | +5.0% |
| 1Y | +20.5% | -12.1% | +32.6% | +18.8% |
| 3Y | +208.1% | -5.9% | +214.0% | +186.8% |
| All | +105.9% | -44.1% | +150.0% | +82.9% |
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