+48.0%
GM vs MDB
+10.9%
+37.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +2.7% |
| 7D | -1.1% | -2.8% | +1.7% | -1.0% |
| 30D | -3.4% | -14.9% | +11.5% | -3.1% |
| 3M | +8.7% | +7.3% | +1.3% | +8.7% |
| 6M | +15.4% | +38.2% | -22.8% | +14.2% |
| YTD | +6.6% | -10.9% | +17.5% | +7.4% |
| All | +48.0% | +10.9% | +37.1% | +50.0% |
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