+482.3%
GOOG vs MDB
+848.0%
-365.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | +2.1% | -11.4% | +13.4% | +4.1% |
| 30D | -18.3% | -13.8% | -4.4% | -16.4% |
| 3M | -20.3% | -15.5% | -4.9% | -19.2% |
| 6M | -28.1% | +17.9% | -46.0% | -32.0% |
| YTD | -9.3% | -25.5% | +16.1% | -8.5% |
| 1Y | -0.2% | -12.1% | +11.9% | -2.8% |
| 3Y | +118.0% | -5.9% | +123.9% | +95.0% |
| 5Y | +92.1% | -43.7% | +135.7% | +72.8% |
| All | +482.3% | +848.0% | -365.7% | +178.9% |
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