+19.9%
MA vs MDB
-8.6%
+28.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +1.8% | -1.0% | +2.8% | +1.8% |
| 30D | +11.8% | -14.0% | +25.8% | +12.2% |
| 3M | +17.2% | -20.3% | +37.5% | +17.6% |
| 6M | +33.4% | +10.9% | +22.5% | +30.5% |
| YTD | +16.1% | -20.9% | +37.0% | +14.0% |
| 1Y | +19.9% | -11.2% | +31.1% | +17.0% |
| All | +19.9% | -8.6% | +28.5% | +17.0% |
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