+875.5%
MDB vs ALL
+242.5%
+633.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +3.8% |
| 7D | -11.4% | -1.9% | -9.4% | -11.0% |
| 30D | -13.8% | +13.8% | -27.6% | -16.9% |
| 3M | -15.5% | -7.0% | -8.5% | -14.4% |
| 6M | +17.9% | +18.0% | -0.1% | +11.4% |
| YTD | -25.5% | +24.2% | -49.7% | -31.0% |
| 1Y | -12.1% | +31.2% | -43.3% | -20.1% |
| 3Y | -5.9% | +107.5% | -113.4% | -27.8% |
| 5Y | -43.7% | +144.8% | -188.5% | -60.2% |
| All | +875.5% | +242.5% | +633.0% | +432.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling