+1,029.4%
MDB vs GDDY
+123.1%
+906.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -4.4% |
| 7D | -1.8% | -3.2% | +1.4% | +0.3% |
| 30D | -17.3% | +6.8% | -24.1% | -22.1% |
| 3M | +2.2% | +30.5% | -28.3% | -21.2% |
| 6M | +33.9% | +13.3% | +20.5% | +15.0% |
| YTD | -13.7% | -21.0% | +7.3% | -3.1% |
| 1Y | +9.1% | -34.0% | +43.1% | +40.5% |
| 3Y | -8.1% | +33.1% | -41.2% | -36.2% |
| 5Y | -25.9% | +30.3% | -56.2% | -44.6% |
| All | +1,029.4% | +123.1% | +906.3% | +594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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