+22.7%
MCD vs MDB
-44.1%
+66.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.6% |
| 7D | +7.1% | -11.4% | +18.5% | +7.3% |
| 30D | +19.8% | -13.8% | +33.6% | +19.9% |
| 3M | +0.8% | -15.5% | +16.3% | +0.9% |
| 6M | -1.3% | +17.9% | -19.2% | -1.8% |
| YTD | -7.8% | -25.5% | +17.7% | -7.6% |
| 1Y | -5.0% | -12.1% | +7.1% | -5.2% |
| 3Y | +10.5% | -5.9% | +16.4% | +9.2% |
| All | +22.7% | -44.1% | +66.8% | +21.7% |
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