+128.8%
GOOG vs MDB
-24.3%
+153.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.6% | -4.5% | +3.0% | -0.8% |
| 30D | -7.7% | -14.0% | +6.3% | -5.9% |
| 3M | -9.3% | +5.3% | -14.6% | -10.9% |
| 6M | +7.4% | +31.9% | -24.4% | +0.5% |
| YTD | +4.9% | -14.6% | +19.5% | +4.4% |
| 1Y | +37.2% | +8.2% | +29.0% | +30.2% |
| 3Y | +141.6% | -5.0% | +146.6% | +119.1% |
| 5Y | +128.8% | -24.5% | +153.3% | +96.0% |
| All | +128.8% | -24.3% | +153.0% | +96.0% |
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