-40.5%
MDB vs A
+11.8%
-52.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -2.1% |
| 7D | +6.8% | -0.5% | +7.3% | +7.2% |
| 30D | -6.2% | 0.0% | -6.2% | -5.6% |
| 3M | -29.2% | +16.7% | -45.9% | -37.3% |
| 6M | +10.3% | +54.8% | -44.5% | -23.1% |
| YTD | -20.4% | +28.8% | -49.2% | -36.2% |
| 1Y | -4.8% | +19.3% | -24.1% | -19.1% |
| 3Y | -11.6% | +65.5% | -77.1% | -50.4% |
| All | -40.5% | +11.8% | -52.3% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling