+145.8%
GOOG vs MDB
-6.8%
+152.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | +1.1% | -18.0% | +19.1% | +3.0% |
| 30D | -5.1% | -10.7% | +5.7% | -4.3% |
| 3M | -7.1% | +1.0% | -8.1% | -7.8% |
| 6M | +12.7% | +31.6% | -19.0% | +8.1% |
| YTD | +7.1% | -15.2% | +22.3% | +7.0% |
| 1Y | +43.6% | +10.1% | +33.5% | +38.8% |
| All | +145.8% | -6.8% | +152.6% | +133.8% |
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