+123.1%
GOOG vs MDB
-9.7%
+132.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +4.8% | +11.6% | -6.7% | +3.7% |
| 30D | -15.5% | -8.9% | -6.6% | -14.9% |
| 3M | -13.7% | -22.4% | +8.7% | -12.2% |
| 6M | -23.0% | +10.1% | -33.0% | -24.6% |
| YTD | -5.7% | -19.0% | +13.3% | -5.7% |
| 1Y | +3.0% | -7.0% | +10.0% | +1.3% |
| All | +123.1% | -9.7% | +132.8% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling