+214.9%
MAR vs MDB
+1,017.4%
-802.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.6% |
| 7D | -4.2% | -17.4% | +13.3% | -2.1% |
| 30D | -6.7% | -2.0% | -4.6% | -6.9% |
| 3M | -12.5% | -3.0% | -9.5% | -12.9% |
| 6M | +0.6% | +48.7% | -48.1% | -6.1% |
| YTD | +9.1% | -12.1% | +21.3% | +8.1% |
| 1Y | +26.2% | +14.5% | +11.7% | +20.0% |
| 3Y | +68.2% | -6.1% | +74.3% | +56.2% |
| 5Y | +163.9% | -27.3% | +191.2% | +135.1% |
| All | +214.9% | +1,017.4% | -802.5% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling