-35.9%
DOW vs MDB
-26.9%
-9.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.7% |
| 7D | -2.9% | -18.0% | +15.1% | -1.4% |
| 30D | +2.0% | -10.7% | +12.7% | +2.6% |
| 3M | -12.5% | +1.0% | -13.5% | -13.1% |
| 6M | -9.2% | +31.6% | -40.8% | -12.6% |
| YTD | +30.8% | -15.2% | +46.0% | +30.6% |
| 1Y | +29.4% | +10.1% | +19.3% | +25.3% |
| 3Y | -34.6% | -5.6% | -28.9% | -38.7% |
| 5Y | -35.9% | -24.5% | -11.4% | -42.9% |
| All | -35.9% | -26.9% | -9.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling