+959.5%
MDB vs GD
+110.8%
+848.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +11.6% | +1.9% | +9.7% | +10.8% |
| 30D | -8.9% | +9.2% | -18.1% | -12.1% |
| 3M | -22.4% | -7.5% | -14.9% | -20.1% |
| 6M | +10.1% | +5.8% | +4.3% | +7.3% |
| YTD | -19.0% | +9.8% | -28.8% | -22.4% |
| 1Y | -7.0% | +5.8% | -12.8% | -9.5% |
| 3Y | -9.8% | +58.0% | -67.9% | -25.4% |
| 5Y | -40.1% | +100.4% | -140.5% | -54.5% |
| All | +959.5% | +110.8% | +848.7% | +682.0% |
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