+959.5%
MDB vs ALL
+258.5%
+701.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +11.6% | 0.0% | +11.6% | +11.5% |
| 30D | -8.9% | +12.8% | -21.7% | -11.9% |
| 3M | -22.4% | +4.7% | -27.1% | -23.7% |
| 6M | +10.1% | +24.9% | -14.9% | +2.6% |
| YTD | -19.0% | +30.0% | -49.0% | -25.9% |
| 1Y | -7.0% | +29.9% | -36.9% | -15.0% |
| 3Y | -9.8% | +117.5% | -127.4% | -31.6% |
| 5Y | -40.1% | +161.7% | -201.7% | -58.4% |
| All | +959.5% | +258.5% | +701.0% | +471.5% |
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