+64.6%
MAR vs MDB
-5.6%
+70.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.0% |
| 7D | -1.7% | -18.0% | +16.3% | -0.2% |
| 30D | -6.9% | -10.7% | +3.8% | -6.3% |
| 3M | -15.8% | +1.0% | -16.8% | -16.4% |
| 6M | +1.9% | +31.6% | -29.7% | -2.3% |
| YTD | +6.6% | -15.2% | +21.8% | +6.7% |
| 1Y | +23.7% | +10.1% | +13.6% | +19.1% |
| 3Y | +64.6% | -5.6% | +70.2% | +48.7% |
| All | +64.6% | -5.6% | +70.2% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling