+46.0%
F vs MDB
-5.3%
+51.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +1.7% |
| 7D | +5.3% | -17.4% | +22.8% | +6.4% |
| 30D | +4.6% | -2.0% | +6.6% | +4.6% |
| 3M | -3.7% | -3.0% | -0.7% | -3.7% |
| 6M | +16.8% | +48.7% | -31.9% | +12.6% |
| YTD | +15.3% | -12.1% | +27.4% | +15.1% |
| 1Y | +31.0% | +14.5% | +16.5% | +27.8% |
| All | +46.0% | -5.3% | +51.4% | +42.2% |
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