+137.7%
GOOGL vs MDB
-26.9%
+164.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +0.5% |
| 7D | +1.1% | -18.0% | +19.1% | +4.2% |
| 30D | -4.4% | -10.7% | +6.3% | -3.2% |
| 3M | -6.8% | +1.0% | -7.8% | -7.8% |
| 6M | +13.6% | +31.6% | -18.1% | +6.3% |
| YTD | +8.3% | -15.2% | +23.5% | +8.0% |
| 1Y | +44.9% | +10.1% | +34.8% | +37.1% |
| 3Y | +150.5% | -5.6% | +156.1% | +127.5% |
| 5Y | +137.7% | -24.5% | +162.3% | +103.4% |
| All | +137.7% | -26.9% | +164.6% | +103.4% |
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