-15.1%
F vs MDB
-43.2%
+28.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.6% |
| 30D | +2.9% | -15.2% | +18.0% | +4.6% |
| 3M | -9.5% | -17.9% | +8.4% | -8.2% |
| 6M | +4.0% | +9.3% | -5.3% | +0.4% |
| YTD | -1.3% | -22.0% | +20.7% | -1.2% |
| 1Y | -1.9% | -9.3% | +7.4% | -4.5% |
| 3Y | +53.5% | -10.4% | +63.9% | +41.7% |
| 5Y | -15.1% | -43.2% | +28.1% | -28.2% |
| All | -15.1% | -43.2% | +28.0% | -28.2% |
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 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