+73.1%
MA vs MDB
-28.4%
+101.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.7% |
| 7D | -2.7% | -17.4% | +14.7% | -0.8% |
| 30D | +1.5% | -2.0% | +3.6% | +1.3% |
| 3M | +20.4% | -3.0% | +23.4% | +19.9% |
| 6M | +11.1% | +48.7% | -37.5% | +4.6% |
| YTD | +2.0% | -12.1% | +14.1% | +1.3% |
| 1Y | -2.2% | +14.5% | -16.7% | -6.3% |
| 3Y | +41.9% | -6.1% | +48.0% | +32.7% |
| All | +73.1% | -28.4% | +101.4% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling