+29.2%
DOW vs MDB
+18.3%
+10.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -3.1% |
| 7D | -2.4% | -17.4% | +15.1% | -2.6% |
| 30D | +0.4% | -2.0% | +2.4% | +0.3% |
| 3M | -14.4% | -3.0% | -11.4% | -14.4% |
| 6M | -7.0% | +48.7% | -55.7% | -6.5% |
| YTD | +30.2% | -12.1% | +42.3% | +32.0% |
| 1Y | +29.2% | +14.5% | +14.7% | +26.7% |
| All | +29.2% | +18.3% | +10.9% | +26.7% |
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