+96.2%
GOOG vs MDB
-41.6%
+137.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +2.4% | -1.0% | +3.4% | +2.5% |
| 30D | -18.1% | -14.0% | -4.1% | -16.3% |
| 3M | -19.9% | -20.3% | +0.4% | -18.0% |
| 6M | -28.2% | +10.9% | -39.0% | -31.1% |
| YTD | -9.0% | -20.9% | +11.9% | -9.0% |
| 1Y | -1.7% | -11.2% | +9.5% | -4.1% |
| 3Y | +114.5% | -11.9% | +126.5% | +96.0% |
| 5Y | +96.2% | -40.2% | +136.3% | +72.4% |
| All | +96.2% | -41.6% | +137.7% | +72.4% |
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