+7.7%
MDB vs COMP
-52.0%
+59.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.0% | -0.7% |
| 7D | -11.4% | +13.4% | -24.8% | -15.1% |
| 30D | -13.8% | +11.1% | -24.9% | -17.1% |
| 3M | -15.5% | -18.8% | +3.4% | -10.6% |
| 6M | +17.9% | +10.5% | +7.4% | +11.1% |
| YTD | -25.5% | -3.4% | -22.1% | -28.4% |
| 1Y | -12.1% | +19.7% | -31.8% | -21.7% |
| 3Y | -5.9% | +381.6% | -387.5% | -56.9% |
| 5Y | -43.7% | -17.6% | -26.1% | -57.3% |
| All | +7.7% | -52.0% | +59.7% | -8.1% |
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