+920.8%
MDB vs A
+190.2%
+730.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.6% | +2.2% |
| 7D | -0.9% | +4.8% | -5.7% | -4.3% |
| 30D | -15.2% | +5.6% | -20.8% | -18.3% |
| 3M | -17.9% | +23.6% | -41.5% | -30.6% |
| 6M | +9.3% | +56.4% | -47.0% | -24.8% |
| YTD | -22.0% | +33.4% | -55.4% | -39.8% |
| 1Y | -9.3% | +23.7% | -33.0% | -25.9% |
| 3Y | -10.4% | +71.0% | -81.4% | -48.4% |
| 5Y | -43.2% | +16.8% | -60.1% | -52.9% |
| All | +920.8% | +190.2% | +730.6% | +316.0% |
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