+570.3%
GOOGL vs MDB
+1,032.9%
-462.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.2% |
| 7D | -2.8% | -2.8% | -0.1% | -2.4% |
| 30D | -3.2% | -14.9% | +11.7% | -0.9% |
| 3M | -6.6% | +7.3% | -14.0% | -8.6% |
| 6M | +8.5% | +38.2% | -29.7% | +0.3% |
| YTD | +6.5% | -10.9% | +17.4% | +5.1% |
| 1Y | +39.4% | +11.6% | +27.8% | +31.3% |
| 3Y | +146.2% | -0.9% | +147.1% | +120.7% |
| 5Y | +138.3% | -23.5% | +161.9% | +104.0% |
| All | +570.3% | +1,032.9% | -462.6% | +214.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling