+72.1%
MA vs MDB
-9.9%
+82.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.6% |
| 7D | +2.3% | -11.4% | +13.7% | +2.9% |
| 30D | +14.7% | -13.8% | +28.5% | +15.3% |
| 3M | +13.5% | -15.5% | +28.9% | +13.7% |
| 6M | +33.1% | +17.9% | +15.2% | +30.0% |
| YTD | +15.1% | -25.5% | +40.5% | +15.0% |
| 1Y | +18.7% | -12.1% | +30.8% | +17.2% |
| 3Y | +72.1% | -5.9% | +78.0% | +60.2% |
| All | +72.1% | -9.9% | +82.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling