+14.5%
MDB vs ALL
+28.3%
-13.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -4.3% |
| 7D | -17.4% | 0.0% | -17.5% | -17.4% |
| 30D | -2.0% | -1.5% | -0.5% | -2.3% |
| 3M | -3.0% | +23.6% | -26.6% | +1.0% |
| 6M | +48.7% | +22.3% | +26.3% | +54.1% |
| YTD | -12.1% | +26.5% | -38.7% | -7.7% |
| 1Y | +14.5% | +27.0% | -12.5% | +20.6% |
| All | +14.5% | +28.3% | -13.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling