+15.1%
MDB vs COMP
-52.0%
+67.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | +6.8% | 0.0% | +6.8% | +6.7% |
| 30D | -6.2% | +16.6% | -22.8% | -11.2% |
| 3M | -29.2% | -23.5% | -5.7% | -23.9% |
| 6M | +10.3% | +25.7% | -15.4% | -0.1% |
| YTD | -20.4% | -3.4% | -17.0% | -23.6% |
| 1Y | -4.8% | +7.6% | -12.4% | -12.2% |
| 3Y | -11.6% | +423.6% | -435.2% | -60.8% |
| 5Y | -41.0% | -10.6% | -30.4% | -56.0% |
| All | +15.1% | -52.0% | +67.1% | -2.0% |
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