+379.6%
MA vs MDB
+924.6%
-545.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | 0.0% |
| 7D | -1.8% | +3.0% | -4.7% | -2.2% |
| 30D | +11.0% | -11.3% | +22.4% | +12.4% |
| 3M | +17.9% | -23.0% | +40.9% | +20.7% |
| 6M | +33.2% | +14.8% | +18.4% | +27.1% |
| YTD | +16.5% | -19.4% | +35.9% | +15.7% |
| 1Y | +19.1% | -9.0% | +28.1% | +15.6% |
| 3Y | +70.6% | -10.3% | +80.8% | +56.1% |
| 5Y | +92.1% | -38.4% | +130.5% | +72.1% |
| All | +379.6% | +924.6% | -545.0% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling