+112.2%
C vs MDB
-41.6%
+153.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -0.4% | -1.0% | +0.7% | -0.3% |
| 30D | -5.2% | -14.0% | +8.8% | -3.8% |
| 3M | -9.1% | -20.3% | +11.2% | -7.5% |
| 6M | -1.6% | +10.9% | -12.4% | -4.4% |
| YTD | +6.9% | -20.9% | +27.8% | +7.1% |
| 1Y | +23.0% | -11.2% | +34.2% | +21.2% |
| 3Y | +216.1% | -11.9% | +228.1% | +196.5% |
| 5Y | +112.2% | -40.2% | +152.4% | +87.1% |
| All | +112.2% | -41.6% | +153.8% | +87.1% |
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 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