-9.3%
MCD vs MDB
-7.1%
-2.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -1.6% | +6.8% | -8.5% | -1.5% |
| 30D | +14.1% | -6.2% | +20.3% | +14.0% |
| 3M | +0.6% | -29.2% | +29.8% | 0.0% |
| 6M | 0.0% | +10.3% | -10.3% | +0.7% |
| YTD | -9.3% | -20.4% | +11.1% | -9.5% |
| 1Y | -9.3% | -4.8% | -4.5% | -8.6% |
| All | -9.3% | -7.1% | -2.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling