+102.1%
MCD vs MDB
+912.7%
-810.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -1.6% | +6.8% | -8.5% | -1.9% |
| 30D | +14.1% | -6.2% | +20.3% | +14.3% |
| 3M | +0.6% | -29.2% | +29.8% | +1.8% |
| 6M | 0.0% | +10.3% | -10.3% | -1.2% |
| YTD | -9.3% | -20.4% | +11.1% | -9.3% |
| 1Y | -9.3% | -4.8% | -4.5% | -10.3% |
| 3Y | +8.6% | -11.6% | +20.2% | +5.8% |
| 5Y | +21.9% | -41.0% | +62.9% | +18.5% |
| All | +102.1% | +912.7% | -810.6% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling