+319.8%
MA vs MDB
+1,017.4%
-697.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.5% |
| 7D | -2.7% | -17.4% | +14.7% | -0.2% |
| 30D | +1.5% | -2.0% | +3.6% | +1.2% |
| 3M | +20.4% | -3.0% | +23.4% | +19.7% |
| 6M | +11.1% | +48.7% | -37.5% | +2.7% |
| YTD | +2.0% | -12.1% | +14.1% | +1.0% |
| 1Y | -2.2% | +14.5% | -16.7% | -7.6% |
| 3Y | +41.9% | -6.1% | +48.0% | +30.0% |
| 5Y | +75.4% | -27.3% | +102.7% | +53.6% |
| All | +319.8% | +1,017.4% | -697.6% | +82.2% |
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 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