+1,049.8%
MDB vs A
+142.6%
+907.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.5% |
| 7D | -17.4% | -1.9% | -15.5% | -16.3% |
| 30D | -2.0% | +6.9% | -8.9% | -6.9% |
| 3M | -3.0% | +9.2% | -12.2% | -10.4% |
| 6M | +48.7% | +25.7% | +23.0% | +20.6% |
| YTD | -12.1% | +11.5% | -23.7% | -21.8% |
| 1Y | +14.5% | +18.4% | -3.9% | -4.7% |
| 3Y | -6.1% | +26.6% | -32.7% | -30.4% |
| 5Y | -27.3% | -12.8% | -14.5% | -23.9% |
| All | +1,049.8% | +142.6% | +907.2% | +439.9% |
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