+582.1%
GOOGL vs MDB
+1,017.4%
-435.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | -2.3% | -17.4% | +15.2% | +0.8% |
| 30D | -6.6% | -2.0% | -4.5% | -6.8% |
| 3M | -8.9% | -3.0% | -5.9% | -9.3% |
| 6M | +11.9% | +48.7% | -36.8% | +2.0% |
| YTD | +8.3% | -12.1% | +20.5% | +7.3% |
| 1Y | +46.2% | +14.5% | +31.7% | +37.0% |
| 3Y | +151.9% | -6.1% | +158.0% | +128.3% |
| 5Y | +137.7% | -27.3% | +165.0% | +105.4% |
| All | +582.1% | +1,017.4% | -435.3% | +220.6% |
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