+542.0%
COST vs MDB
+997.6%
-455.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | -1.2% | -1.8% | +0.6% | -1.1% |
| 30D | -4.7% | -17.3% | +12.6% | -3.3% |
| 3M | -7.1% | +2.2% | -9.3% | -7.8% |
| 6M | -8.5% | +33.9% | -42.4% | -12.0% |
| YTD | +5.4% | -13.7% | +19.1% | +5.0% |
| 1Y | -5.6% | +9.1% | -14.7% | -8.5% |
| 3Y | +68.5% | -8.1% | +76.6% | +60.0% |
| 5Y | +105.2% | -25.9% | +131.1% | +87.8% |
| All | +542.0% | +997.6% | -455.6% | +335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling