+588.0%
GOOG vs MDB
+997.6%
-409.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.7% | +2.1% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -2.0% | -17.3% | +15.3% | +0.8% |
| 3M | -5.9% | +2.2% | -8.1% | -7.1% |
| 6M | +8.9% | +33.9% | -25.0% | +1.2% |
| YTD | +7.1% | -13.7% | +20.8% | +6.3% |
| 1Y | +39.7% | +9.1% | +30.6% | +32.0% |
| 3Y | +145.8% | -8.1% | +154.0% | +123.8% |
| 5Y | +138.6% | -25.9% | +164.5% | +105.5% |
| All | +588.0% | +997.6% | -409.7% | +223.9% |
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