+1,049.8%
MDB vs GD
+107.6%
+942.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.4% |
| 7D | -17.4% | -5.3% | -12.2% | -15.6% |
| 30D | -2.0% | -6.4% | +4.4% | +0.6% |
| 3M | -3.0% | +5.7% | -8.7% | -5.2% |
| 6M | +48.7% | -0.9% | +49.6% | +48.8% |
| YTD | -12.1% | +8.2% | -20.3% | -15.1% |
| 1Y | +14.5% | +13.4% | +1.1% | +8.7% |
| 3Y | -6.1% | +68.5% | -74.6% | -24.3% |
| 5Y | -27.3% | +97.2% | -124.5% | -44.4% |
| All | +1,049.8% | +107.6% | +942.2% | +755.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling