+75.8%
GM vs MDB
-25.4%
+101.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | +6.1% | +2.2% | +3.9% | +5.1% |
| 6M | +15.0% | +33.9% | -18.9% | +8.7% |
| YTD | +6.0% | -13.7% | +19.7% | +5.5% |
| 1Y | +47.1% | +9.1% | +38.0% | +40.8% |
| 3Y | +170.5% | -8.1% | +178.6% | +151.1% |
| All | +75.8% | -25.4% | +101.2% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling