+91.9%
F vs MDB
+1,017.4%
-925.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +1.9% |
| 7D | +5.3% | -17.4% | +22.8% | +7.3% |
| 30D | +4.6% | -2.0% | +6.6% | +4.5% |
| 3M | -3.7% | -3.0% | -0.7% | -4.0% |
| 6M | +16.8% | +48.7% | -31.9% | +10.0% |
| YTD | +15.3% | -12.1% | +27.4% | +14.6% |
| 1Y | +31.0% | +14.5% | +16.5% | +25.7% |
| 3Y | +45.4% | -6.1% | +51.6% | +36.5% |
| 5Y | +54.7% | -27.3% | +82.0% | +38.0% |
| All | +91.9% | +1,017.4% | -925.5% | +29.0% |
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