-15.8%
F vs MDB
-44.1%
+28.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.1% |
| 7D | +1.6% | -11.4% | +12.9% | +3.0% |
| 30D | +2.6% | -13.8% | +16.5% | +4.1% |
| 3M | -8.8% | -15.5% | +6.6% | -7.9% |
| 6M | +4.6% | +17.9% | -13.3% | -0.2% |
| YTD | -1.9% | -25.5% | +23.6% | -1.3% |
| 1Y | -0.8% | -12.1% | +11.3% | -3.0% |
| 3Y | +43.5% | -5.9% | +49.4% | +30.6% |
| All | -15.8% | -44.1% | +28.2% | -28.3% |
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