+587.7%
GOOG vs MDB
+1,017.4%
-429.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | -0.3% |
| 7D | -2.1% | -17.4% | +15.3% | +0.9% |
| 30D | -6.8% | -2.0% | -4.8% | -7.1% |
| 3M | -9.1% | -3.0% | -6.1% | -9.5% |
| 6M | +10.7% | +48.7% | -38.0% | +1.0% |
| YTD | +7.1% | -12.1% | +19.2% | +6.0% |
| 1Y | +44.6% | +14.5% | +30.1% | +35.5% |
| 3Y | +147.4% | -6.1% | +153.6% | +124.4% |
| 5Y | +133.8% | -27.3% | +161.1% | +102.2% |
| All | +587.7% | +1,017.4% | -429.7% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling