-23.9%
DOW vs MDB
-12.1%
-11.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.7% |
| 7D | -9.4% | -0.9% | -8.5% | -9.4% |
| 30D | +8.9% | -15.2% | +24.1% | +9.9% |
| 3M | +6.7% | -17.9% | +24.7% | +7.4% |
| 6M | -14.2% | +9.3% | -23.5% | -16.1% |
| YTD | +36.9% | -22.0% | +58.9% | +37.5% |
| 1Y | +45.8% | -9.3% | +55.1% | +43.4% |
| 3Y | -23.9% | -10.4% | -13.5% | -32.0% |
| All | -23.9% | -12.1% | -11.8% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling