+147.8%
KO vs MDB
+1,017.4%
-869.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -1.8% | -17.4% | +15.7% | -1.4% |
| 30D | +1.4% | -2.0% | +3.5% | +1.4% |
| 3M | +15.4% | -3.0% | +18.4% | +15.3% |
| 6M | +14.3% | +48.7% | -34.4% | +13.0% |
| YTD | +27.7% | -12.1% | +39.8% | +27.6% |
| 1Y | +32.7% | +14.5% | +18.2% | +31.6% |
| 3Y | +62.2% | -6.1% | +68.3% | +60.1% |
| 5Y | +80.0% | -27.3% | +107.3% | +74.8% |
| All | +147.8% | +1,017.4% | -869.6% | +105.6% |
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