+94.2%
INTC vs MDB
-24.3%
+118.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.1% | +8.6% | +5.2% |
| 7D | +7.1% | -17.4% | +24.5% | +10.3% |
| 30D | -5.2% | -2.0% | -3.2% | -5.4% |
| 3M | -14.3% | -3.0% | -11.3% | -14.6% |
| 6M | +110.2% | +48.7% | +61.5% | +90.8% |
| YTD | +159.6% | -12.1% | +171.8% | +156.9% |
| 1Y | +289.3% | +14.5% | +274.8% | +265.3% |
| 3Y | +166.1% | -6.1% | +172.2% | +141.7% |
| All | +94.2% | -24.3% | +118.4% | +67.7% |
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