+118.2%
GM vs MDB
+997.6%
-879.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -2.4% | -1.8% | -0.7% | -2.2% |
| 30D | -1.1% | -17.3% | +16.2% | +0.8% |
| 3M | +6.1% | +2.2% | +3.9% | +5.2% |
| 6M | +15.0% | +33.9% | -18.9% | +9.3% |
| YTD | +6.0% | -13.7% | +19.7% | +5.5% |
| 1Y | +47.1% | +9.1% | +38.0% | +41.5% |
| 3Y | +170.5% | -8.1% | +178.6% | +153.1% |
| 5Y | +80.5% | -25.9% | +106.4% | +59.9% |
| All | +118.2% | +997.6% | -879.4% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling