-24.7%
MDB vs GEN
+24.6%
-49.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.8% |
| 7D | -17.4% | -1.2% | -16.2% | -16.9% |
| 30D | -2.0% | +10.1% | -12.2% | -7.5% |
| 3M | -3.0% | +16.1% | -19.1% | -11.2% |
| 6M | +48.7% | +38.9% | +9.8% | +23.4% |
| YTD | -12.1% | +14.4% | -26.6% | -19.1% |
| 1Y | +14.5% | +5.9% | +8.6% | +9.4% |
| 3Y | -6.1% | +58.8% | -64.9% | -29.4% |
| All | -24.7% | +24.6% | -49.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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