-45.2%
MDB vs GD
+97.4%
-142.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.3% | -4.9% | -6.2% |
| 7D | -20.9% | -3.9% | -17.0% | -19.4% |
| 30D | -15.6% | +8.1% | -23.6% | -18.8% |
| 3M | -19.1% | -6.8% | -12.3% | -16.4% |
| 6M | +14.2% | +3.0% | +11.2% | +12.1% |
| YTD | -27.4% | +7.8% | -35.2% | -30.6% |
| 1Y | -13.0% | +5.8% | -18.8% | -16.0% |
| 3Y | -11.2% | +55.3% | -66.5% | -30.8% |
| 5Y | -45.2% | +96.7% | -141.9% | -62.7% |
| All | -45.2% | +97.4% | -142.6% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling