+1,017.5%
MDB vs GDDY
+112.9%
+904.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | -4.5% | -8.1% | +3.6% | +1.4% |
| 30D | -14.0% | +2.3% | -16.3% | -16.4% |
| 3M | +5.3% | +14.7% | -9.4% | -10.8% |
| 6M | +31.9% | +2.1% | +29.8% | +22.5% |
| YTD | -14.6% | -24.6% | +10.0% | -0.8% |
| 1Y | +8.2% | -37.1% | +45.4% | +44.4% |
| 3Y | -5.0% | +25.5% | -30.5% | -31.0% |
| 5Y | -24.5% | +24.2% | -48.8% | -41.5% |
| All | +1,017.5% | +112.9% | +904.6% | +611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling