-43.2%
MDB vs COMP
-13.7%
-29.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.0% | +2.8% |
| 7D | -0.9% | +14.5% | -15.5% | -5.4% |
| 30D | -15.2% | +14.9% | -30.1% | -19.3% |
| 3M | -17.9% | -14.2% | -3.7% | -14.6% |
| 6M | +9.3% | +23.7% | -14.4% | -0.6% |
| YTD | -22.0% | +2.1% | -24.1% | -26.5% |
| 1Y | -9.3% | +26.2% | -35.5% | -20.9% |
| 3Y | -10.4% | +470.9% | -481.3% | -62.7% |
| 5Y | -43.2% | -14.0% | -29.2% | -43.5% |
| All | -43.2% | -13.7% | -29.6% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling