+210.2%
MAR vs MDB
+986.0%
-775.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | -0.5% | -4.5% | +4.0% | +0.1% |
| 30D | -4.7% | -14.0% | +9.3% | -3.3% |
| 3M | -15.6% | +5.3% | -20.9% | -16.9% |
| 6M | +1.2% | +31.9% | -30.7% | -4.0% |
| YTD | +7.5% | -14.6% | +22.1% | +6.9% |
| 1Y | +26.6% | +8.2% | +18.4% | +21.3% |
| 3Y | +66.0% | -5.0% | +71.0% | +53.8% |
| 5Y | +154.1% | -24.5% | +178.6% | +125.5% |
| All | +210.2% | +986.0% | -775.8% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling