-24.7%
MDB vs ALL
+118.4%
-143.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -3.9% |
| 7D | -17.4% | 0.0% | -17.5% | -17.4% |
| 30D | -2.0% | -1.5% | -0.5% | -2.0% |
| 3M | -3.0% | +23.6% | -26.6% | -6.8% |
| 6M | +48.7% | +22.3% | +26.3% | +43.1% |
| YTD | -12.1% | +26.5% | -38.7% | -16.1% |
| 1Y | +14.5% | +27.0% | -12.5% | +8.9% |
| 3Y | -6.1% | +149.6% | -155.7% | -24.4% |
| All | -24.7% | +118.4% | -143.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling