-8.1%
MDB vs GFI
+287.6%
-295.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -3.0% |
| 7D | -1.8% | -4.9% | +3.1% | -1.3% |
| 30D | -17.3% | +10.7% | -28.0% | -18.2% |
| 3M | +2.2% | +25.6% | -23.4% | -0.3% |
| 6M | +33.9% | -8.3% | +42.1% | +33.7% |
| YTD | -13.7% | +6.3% | -20.0% | -14.1% |
| 1Y | +9.1% | +22.1% | -13.0% | +7.1% |
| 3Y | -8.1% | +289.2% | -297.3% | -20.4% |
| All | -8.1% | +287.6% | -295.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling