+151.9%
C vs MDB
+1,017.4%
-865.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.1% |
| 7D | +3.6% | -17.4% | +21.1% | +5.6% |
| 30D | +0.1% | -2.0% | +2.1% | -0.1% |
| 3M | +2.4% | -3.0% | +5.4% | +2.1% |
| 6M | +24.9% | +48.7% | -23.7% | +17.8% |
| YTD | +19.8% | -12.1% | +31.9% | +19.2% |
| 1Y | +44.9% | +14.5% | +30.4% | +39.4% |
| 3Y | +263.0% | -6.1% | +269.1% | +241.6% |
| 5Y | +129.5% | -27.3% | +156.9% | +108.5% |
| All | +151.9% | +1,017.4% | -865.5% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling