-17.2%
F vs MDB
-41.3%
+24.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -3.1% | +6.8% | -9.9% | -3.9% |
| 30D | 0.0% | -6.2% | +6.2% | +0.4% |
| 3M | -13.2% | -29.2% | +16.0% | -10.2% |
| 6M | -10.2% | +10.3% | -20.5% | -13.3% |
| YTD | -4.9% | -20.4% | +15.4% | -5.1% |
| 1Y | -6.1% | -4.8% | -1.3% | -9.1% |
| 3Y | +46.0% | -11.6% | +57.5% | +35.3% |
| All | -17.2% | -41.3% | +24.1% | -30.4% |
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