+123.7%
GM vs MDB
+1,017.4%
-893.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.3% |
| 7D | +1.9% | -17.4% | +19.4% | +4.1% |
| 30D | -1.4% | -2.0% | +0.7% | -1.4% |
| 3M | +5.9% | -3.0% | +8.9% | +5.6% |
| 6M | +12.4% | +48.7% | -36.3% | +5.4% |
| YTD | +8.6% | -12.1% | +20.8% | +7.9% |
| 1Y | +52.6% | +14.5% | +38.1% | +45.9% |
| 3Y | +169.7% | -6.1% | +175.8% | +151.6% |
| 5Y | +87.5% | -27.3% | +114.9% | +66.4% |
| All | +123.7% | +1,017.4% | -893.7% | +47.3% |
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