+105.9%
GILD vs MDB
-5.2%
+111.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.7% |
| 7D | -4.8% | -1.8% | -3.1% | -4.8% |
| 30D | +5.8% | -17.3% | +23.0% | +5.8% |
| 3M | +14.9% | +2.2% | +12.7% | +15.0% |
| 6M | -0.4% | +33.9% | -34.2% | -0.2% |
| YTD | +18.5% | -13.7% | +32.2% | +18.7% |
| 1Y | +25.1% | +9.1% | +16.1% | +25.4% |
| 3Y | +105.9% | -8.1% | +114.0% | +101.3% |
| All | +105.9% | -5.2% | +111.1% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling