+89.8%
MDB vs BOXX
+18.4%
+71.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | +0.1% | -4.6% | -4.8% |
| 30D | -14.0% | +0.3% | -14.3% | -14.7% |
| 3M | +5.3% | +1.0% | +4.3% | +2.7% |
| 6M | +31.9% | +1.9% | +30.0% | +26.8% |
| YTD | -14.6% | +2.6% | -17.2% | -18.4% |
| 1Y | +8.2% | +4.0% | +4.2% | +2.0% |
| 3Y | -5.0% | +14.6% | -19.6% | +8.0% |
| All | +89.8% | +18.4% | +71.4% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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