+4.9%
MDB vs COMP
-56.6%
+61.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -8.2% | +0.9% | -4.7% |
| 7D | -20.9% | -1.8% | -19.1% | -20.6% |
| 30D | -15.6% | -0.8% | -14.8% | -15.8% |
| 3M | -19.1% | -28.1% | +9.1% | -11.0% |
| 6M | +14.2% | +27.0% | -12.8% | +1.5% |
| YTD | -27.4% | -12.8% | -14.7% | -27.9% |
| 1Y | -13.0% | +4.9% | -17.9% | -19.2% |
| 3Y | -11.2% | +321.0% | -332.2% | -57.4% |
| 5Y | -45.2% | -25.6% | -19.6% | -57.1% |
| All | +4.9% | -56.6% | +61.5% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling