-74.7%
GRAB vs MDY
+79.8%
-154.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.1% |
| 7D | -12.0% | -2.5% | -9.5% | -9.8% |
| 30D | -19.5% | -5.0% | -14.5% | -15.5% |
| 3M | -8.0% | +0.5% | -8.4% | -8.4% |
| 6M | -22.2% | +8.0% | -30.2% | -27.5% |
| YTD | -39.7% | +12.2% | -51.8% | -45.8% |
| 1Y | -43.2% | +14.0% | -57.2% | -49.7% |
| 3Y | -19.1% | +48.2% | -67.3% | -45.1% |
| 5Y | -72.0% | +46.1% | -118.1% | -80.8% |
| All | -74.7% | +79.8% | -154.4% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling