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  • MDB vs GD✓SelectedUSD · GDMDB vs GD performance historyLatest closeAs of-4.09%09/04
Stock and ETF performance explorer

MDB vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,049.8%
GD return
+107.6%
Excess return
+942.2%
Maximum drawdown
-76.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
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