-43.2%
MDB vs GAP
+10.4%
-53.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.2% | +3.9% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | -15.2% | -4.3% | -10.9% | -14.5% |
| 3M | -17.9% | +9.4% | -27.3% | -20.3% |
| 6M | +9.3% | -3.3% | +12.6% | +8.1% |
| YTD | -22.0% | -10.5% | -11.5% | -22.0% |
| 1Y | -9.3% | -2.4% | -7.0% | -11.8% |
| 3Y | -10.4% | +80.1% | -90.5% | -35.7% |
| 5Y | -43.2% | +6.5% | -49.7% | -62.8% |
| All | -43.2% | +10.4% | -53.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling