-2.3%
MDB vs GAP
+118.2%
-120.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | -17.4% | -4.5% | -13.0% | -17.1% |
| 30D | -2.0% | +9.0% | -11.1% | -2.9% |
| 3M | -3.0% | +5.0% | -8.0% | -3.6% |
| 6M | +48.7% | -17.8% | +66.5% | +50.7% |
| YTD | -12.1% | -10.4% | -1.7% | -11.7% |
| 1Y | +14.5% | -3.4% | +17.9% | +13.6% |
| All | -2.3% | +118.2% | -120.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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