+14.3%
MDB vs COMP
-53.0%
+67.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.8% | +3.7% |
| 7D | -1.0% | +7.2% | -8.2% | -3.5% |
| 30D | -14.0% | +6.4% | -20.4% | -16.2% |
| 3M | -20.3% | -19.4% | -0.9% | -15.6% |
| 6M | +10.9% | +14.6% | -3.7% | +3.4% |
| YTD | -20.9% | -5.5% | -15.4% | -23.6% |
| 1Y | -11.2% | +13.7% | -24.9% | -19.7% |
| 3Y | -11.9% | +409.7% | -421.6% | -60.6% |
| 5Y | -40.2% | -17.0% | -23.2% | -54.7% |
| All | +14.3% | -53.0% | +67.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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