+376.1%
MA vs MDB
+823.0%
-446.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.8% | -1.5% |
| 7D | +3.2% | -20.9% | +24.1% | +6.4% |
| 30D | +15.9% | -15.6% | +31.5% | +18.2% |
| 3M | +15.2% | -19.1% | +34.2% | +16.8% |
| 6M | +32.4% | +14.2% | +18.2% | +26.2% |
| YTD | +15.6% | -27.4% | +43.1% | +16.6% |
| 1Y | +19.3% | -13.0% | +32.4% | +16.4% |
| 3Y | +73.0% | -11.2% | +84.2% | +57.7% |
| 5Y | +93.7% | -45.2% | +138.9% | +76.5% |
| All | +376.1% | +823.0% | -446.9% | +110.3% |
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