+1,049.8%
MDB vs ALL
+248.9%
+800.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -3.7% |
| 7D | -17.4% | 0.0% | -17.5% | -17.5% |
| 30D | -2.0% | -1.5% | -0.5% | -1.9% |
| 3M | -3.0% | +23.6% | -26.6% | -9.2% |
| 6M | +48.7% | +22.3% | +26.3% | +39.6% |
| YTD | -12.1% | +26.5% | -38.7% | -18.7% |
| 1Y | +14.5% | +27.0% | -12.5% | +5.4% |
| 3Y | -6.1% | +149.6% | -155.7% | -32.3% |
| 5Y | -27.3% | +118.1% | -145.4% | -46.0% |
| All | +1,049.8% | +248.9% | +800.9% | +527.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling