+289.7%
MAR vs MDB
+848.0%
-558.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.5% |
| 7D | +4.3% | -11.4% | +15.7% | +5.7% |
| 30D | +16.8% | -13.8% | +30.6% | +18.5% |
| 3M | +16.0% | -15.5% | +31.5% | +17.0% |
| 6M | +16.5% | +17.9% | -1.5% | +11.3% |
| YTD | +35.0% | -25.5% | +60.5% | +35.5% |
| 1Y | +49.4% | -12.1% | +61.5% | +46.0% |
| 3Y | +124.1% | -5.9% | +129.9% | +106.2% |
| 5Y | +159.2% | -43.7% | +202.9% | +136.6% |
| All | +289.7% | +848.0% | -558.3% | +115.4% |
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 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