+50.0%
DOW vs MDB
-7.1%
+57.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.4% |
| 7D | +5.2% | +6.8% | -1.6% | +5.3% |
| 30D | +13.2% | -6.2% | +19.4% | +13.0% |
| 3M | +10.1% | -29.2% | +39.3% | +9.6% |
| 6M | -13.1% | +10.3% | -23.4% | -12.7% |
| YTD | +46.1% | -20.4% | +66.5% | +47.8% |
| 1Y | +50.0% | -4.8% | +54.8% | +49.7% |
| All | +50.0% | -7.1% | +57.2% | +49.7% |
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