+875.5%
MDB vs A
+181.5%
+694.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.3% |
| 7D | -11.4% | -0.1% | -11.3% | -11.2% |
| 30D | -13.8% | +3.4% | -17.2% | -15.5% |
| 3M | -15.5% | +23.8% | -39.3% | -28.5% |
| 6M | +17.9% | +49.0% | -31.1% | -15.8% |
| YTD | -25.5% | +29.4% | -54.9% | -41.1% |
| 1Y | -12.1% | +19.4% | -31.5% | -26.1% |
| 3Y | -5.9% | +66.2% | -72.1% | -44.5% |
| 5Y | -43.7% | +15.8% | -59.5% | -53.0% |
| All | +875.5% | +181.5% | +694.0% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling