+43.2%
KO vs MDB
-8.5%
+51.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +0.9% |
| 7D | +4.4% | -16.5% | +21.0% | +3.5% |
| 30D | +10.7% | -8.6% | +19.3% | +10.3% |
| 3M | +11.3% | -13.6% | +24.9% | +11.1% |
| 6M | +24.0% | +24.1% | 0.0% | +26.9% |
| YTD | +39.7% | -21.8% | +61.5% | +38.5% |
| 1Y | +43.2% | -7.7% | +51.0% | +44.1% |
| All | +43.2% | -8.5% | +51.8% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling