+64.4%
F vs MDB
+823.0%
-758.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.1% | -0.3% |
| 7D | +1.4% | -20.9% | +22.3% | +3.8% |
| 30D | +2.0% | -15.6% | +17.6% | +3.5% |
| 3M | -10.4% | -19.1% | +8.7% | -9.1% |
| 6M | +9.7% | +14.2% | -4.5% | +6.0% |
| YTD | -1.2% | -27.4% | +26.2% | -0.4% |
| 1Y | 0.0% | -13.0% | +13.1% | -1.6% |
| 3Y | +41.1% | -11.2% | +52.3% | +32.3% |
| 5Y | -11.4% | -45.2% | +33.8% | -19.2% |
| All | +64.4% | +823.0% | -758.6% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling