-74.3%
GRAB vs MDY
+81.2%
-155.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | -10.8% | -1.9% | -9.0% | -9.2% |
| 30D | -15.5% | -4.6% | -10.9% | -11.7% |
| 3M | -9.0% | -1.2% | -7.7% | -7.9% |
| 6M | -21.6% | +9.2% | -30.8% | -27.7% |
| YTD | -38.9% | +13.1% | -51.9% | -45.5% |
| 1Y | -44.8% | +13.0% | -57.8% | -50.8% |
| 3Y | -18.4% | +49.2% | -67.7% | -45.1% |
| 5Y | -71.6% | +47.2% | -118.9% | -80.7% |
| All | -74.3% | +81.2% | -155.6% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling