+61.1%
F vs MDB
+906.0%
-844.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.1% |
| 7D | -0.2% | -1.0% | +0.8% | -0.2% |
| 30D | +0.9% | -14.0% | +14.9% | +2.2% |
| 3M | -11.3% | -20.3% | +9.0% | -9.9% |
| 6M | +2.0% | +10.9% | -8.8% | -1.0% |
| YTD | -3.2% | -20.9% | +17.7% | -3.3% |
| 1Y | -3.5% | -11.2% | +7.8% | -5.2% |
| 3Y | +48.1% | -11.9% | +60.0% | +39.4% |
| 5Y | -13.5% | -40.2% | +26.7% | -21.9% |
| All | +61.1% | +906.0% | -844.9% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling