-5.9%
MDB vs A
+64.2%
-70.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.8% |
| 7D | -11.4% | -0.1% | -11.3% | -11.2% |
| 30D | -13.8% | +3.4% | -17.2% | -14.8% |
| 3M | -15.5% | +23.8% | -39.3% | -23.8% |
| 6M | +17.9% | +49.0% | -31.1% | -4.3% |
| YTD | -25.5% | +29.4% | -54.9% | -35.0% |
| 1Y | -12.1% | +19.4% | -31.5% | -20.0% |
| 3Y | -5.9% | +66.2% | -72.1% | -28.7% |
| All | -5.9% | +64.2% | -70.1% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling