+9.7%
F vs MDB
+14.0%
-4.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.1% | -1.2% |
| 7D | +1.4% | -20.9% | +22.3% | +1.1% |
| 30D | +2.0% | -15.6% | +17.6% | +1.8% |
| 3M | -10.4% | -19.1% | +8.7% | -9.7% |
| 6M | +9.7% | +14.2% | -4.5% | +18.3% |
| All | +9.7% | +14.0% | -4.2% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling