+142.5%
GILD vs MDB
+997.6%
-855.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | +14.9% | +2.2% | +12.7% | +14.7% |
| 6M | -0.4% | +33.9% | -34.2% | -1.6% |
| YTD | +18.5% | -13.7% | +32.2% | +18.5% |
| 1Y | +25.1% | +9.1% | +16.1% | +24.0% |
| 3Y | +105.9% | -8.1% | +114.0% | +102.2% |
| 5Y | +143.0% | -25.9% | +168.9% | +136.0% |
| All | +142.5% | +997.6% | -855.1% | +66.4% |
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