+48.4%
MAR vs MDB
-7.1%
+55.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.4% |
| 7D | +1.6% | +6.8% | -5.2% | +1.7% |
| 30D | +13.8% | -6.2% | +20.0% | +13.8% |
| 3M | +20.3% | -29.2% | +49.5% | +19.8% |
| 6M | +21.3% | +10.3% | +11.0% | +21.2% |
| YTD | +37.2% | -20.4% | +57.6% | +37.1% |
| 1Y | +48.4% | -4.8% | +53.3% | +48.4% |
| All | +48.4% | -7.1% | +55.6% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling