+10.7%
GOOG vs MDB
+44.2%
-33.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | -0.7% |
| 7D | -2.1% | -17.4% | +15.3% | -0.6% |
| 30D | -6.8% | -2.0% | -4.8% | -7.2% |
| 3M | -9.1% | -3.0% | -6.1% | -10.6% |
| 6M | +10.7% | +48.7% | -38.0% | +4.7% |
| All | +10.7% | +44.2% | -33.5% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling