+300.7%
MAR vs MDB
+906.0%
-605.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | +2.9% | -1.0% | +3.9% | +2.9% |
| 30D | +17.0% | -14.0% | +31.0% | +18.8% |
| 3M | +23.2% | -20.3% | +43.5% | +25.2% |
| 6M | +21.7% | +10.9% | +10.9% | +17.5% |
| YTD | +38.9% | -20.9% | +59.8% | +38.4% |
| 1Y | +48.7% | -11.2% | +59.9% | +45.3% |
| 3Y | +122.9% | -11.9% | +134.8% | +107.4% |
| 5Y | +177.5% | -40.2% | +217.7% | +151.5% |
| All | +300.7% | +906.0% | -605.3% | +120.0% |
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