+549.8%
COST vs MDB
+1,017.4%
-467.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | -0.7% |
| 7D | -3.1% | -17.4% | +14.3% | -1.6% |
| 30D | -2.8% | -2.0% | -0.8% | -2.9% |
| 3M | -5.7% | -3.0% | -2.7% | -5.9% |
| 6M | -8.8% | +48.7% | -57.4% | -13.1% |
| YTD | +6.7% | -12.1% | +18.8% | +6.1% |
| 1Y | -3.6% | +14.5% | -18.1% | -7.1% |
| 3Y | +75.1% | -6.1% | +81.2% | +66.0% |
| 5Y | +108.9% | -27.3% | +136.2% | +91.6% |
| All | +549.8% | +1,017.4% | -467.6% | +339.8% |
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 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