+959.5%
MDB vs A
+178.7%
+780.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +2.2% |
| 7D | +11.6% | +0.7% | +10.8% | +10.9% |
| 30D | -8.9% | +0.8% | -9.7% | -9.0% |
| 3M | -22.4% | +16.9% | -39.3% | -31.5% |
| 6M | +10.1% | +53.8% | -43.7% | -23.4% |
| YTD | -19.0% | +28.1% | -47.1% | -35.5% |
| 1Y | -7.0% | +15.0% | -22.0% | -19.3% |
| 3Y | -9.8% | +63.1% | -72.9% | -46.1% |
| 5Y | -40.1% | +11.5% | -51.5% | -48.5% |
| All | +959.5% | +178.7% | +780.8% | +345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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