+39.4%
GM vs MDB
-8.5%
+47.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +4.7% |
| 7D | +12.1% | -16.5% | +28.6% | +12.5% |
| 30D | +15.2% | -8.6% | +23.8% | +15.3% |
| 3M | +4.9% | -13.6% | +18.5% | +5.2% |
| 6M | +22.6% | +24.1% | -1.4% | +21.4% |
| YTD | +14.4% | -21.8% | +36.2% | +15.9% |
| 1Y | +39.4% | -7.7% | +47.1% | +40.0% |
| All | +39.4% | -8.5% | +47.9% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling