-6.5%
C vs MDB
+14.0%
-20.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.2% | +2.2% | -4.6% |
| 7D | -5.3% | -20.9% | +15.6% | -4.1% |
| 30D | -7.3% | -15.6% | +8.2% | -6.5% |
| 3M | -13.5% | -19.1% | +5.6% | -12.7% |
| 6M | -6.5% | +14.2% | -20.7% | -7.0% |
| All | -6.5% | +14.0% | -20.4% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling