+20.2%
COST vs MDB
-8.9%
+29.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +2.5% | +11.6% | -9.1% | +2.7% |
| 30D | +14.6% | -8.9% | +23.5% | +14.4% |
| 3M | +15.2% | -22.4% | +37.6% | +15.0% |
| 6M | +7.2% | +10.1% | -2.9% | +7.4% |
| YTD | +27.4% | -19.0% | +46.4% | +27.6% |
| 1Y | +20.2% | -7.0% | +27.2% | +19.8% |
| All | +20.2% | -8.9% | +29.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling