-10.8%
DOW vs MDB
+166.3%
-177.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.6% |
| 7D | -2.4% | -17.4% | +15.1% | -0.6% |
| 30D | +0.4% | -2.0% | +2.4% | +0.2% |
| 3M | -14.4% | -3.0% | -11.4% | -14.7% |
| 6M | -7.0% | +48.7% | -55.7% | -12.2% |
| YTD | +30.2% | -12.1% | +42.3% | +29.4% |
| 1Y | +29.2% | +14.5% | +14.7% | +23.9% |
| 3Y | -36.7% | -6.1% | -30.6% | -40.8% |
| 5Y | -37.7% | -27.3% | -10.4% | -43.6% |
| All | -10.8% | +166.3% | -177.2% | -49.9% |
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 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