+164.1%
MAR vs MDB
-43.2%
+207.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | -0.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | +14.0% | -15.2% | +29.2% | +16.0% |
| 3M | +18.1% | -17.9% | +36.0% | +19.6% |
| 6M | +18.6% | +9.3% | +9.3% | +14.3% |
| YTD | +35.3% | -22.0% | +57.3% | +35.0% |
| 1Y | +44.5% | -9.3% | +53.8% | +40.3% |
| 3Y | +120.7% | -10.4% | +131.1% | +102.3% |
| 5Y | +164.1% | -43.2% | +207.3% | +134.8% |
| All | +164.1% | -43.2% | +207.3% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling