-6.4%
MDB vs COMP
+215.9%
-222.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -17.4% | +1.4% | -18.8% | -17.7% |
| 30D | -2.0% | -13.3% | +11.3% | +0.6% |
| 3M | -3.0% | +41.1% | -44.1% | -9.5% |
| 6M | +48.7% | +17.2% | +31.5% | +41.8% |
| YTD | -12.1% | +5.2% | -17.3% | -14.6% |
| 1Y | +14.5% | +18.9% | -4.4% | +8.0% |
| All | -6.4% | +215.9% | -222.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling