+53.9%
F vs MDB
-28.4%
+82.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +2.0% |
| 7D | +5.3% | -17.4% | +22.8% | +7.7% |
| 30D | +4.6% | -2.0% | +6.6% | +4.5% |
| 3M | -3.7% | -3.0% | -0.7% | -4.0% |
| 6M | +16.8% | +48.7% | -31.9% | +8.6% |
| YTD | +15.3% | -12.1% | +27.4% | +14.5% |
| 1Y | +31.0% | +14.5% | +16.5% | +24.4% |
| 3Y | +45.4% | -6.1% | +51.6% | +34.6% |
| All | +53.9% | -28.4% | +82.3% | +27.5% |
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