+875.5%
MDB vs GD
+105.5%
+769.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | -11.4% | -5.0% | -6.4% | -9.6% |
| 30D | -13.8% | +8.9% | -22.8% | -16.8% |
| 3M | -15.5% | -8.0% | -7.4% | -12.8% |
| 6M | +17.9% | +2.9% | +15.0% | +16.2% |
| YTD | -25.5% | +7.1% | -32.5% | -27.8% |
| 1Y | -12.1% | +5.9% | -18.0% | -14.5% |
| 3Y | -5.9% | +53.9% | -59.7% | -21.3% |
| 5Y | -43.7% | +95.4% | -139.1% | -56.8% |
| All | +875.5% | +105.5% | +769.9% | +626.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling