-4.9%
DOW vs MDB
+126.0%
-130.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.1% |
| 7D | -9.5% | -11.4% | +1.9% | -8.5% |
| 30D | +13.1% | -13.8% | +26.9% | +14.4% |
| 3M | +4.8% | -15.5% | +20.3% | +5.5% |
| 6M | -16.7% | +17.9% | -34.6% | -19.7% |
| YTD | +38.9% | -25.5% | +64.3% | +39.4% |
| 1Y | +48.3% | -12.1% | +60.4% | +45.5% |
| 3Y | -24.4% | -5.9% | -18.5% | -29.9% |
| 5Y | -29.2% | -43.7% | +14.5% | -34.3% |
| All | -4.9% | +126.0% | -130.8% | -46.1% |
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