-23.5%
MDB vs GFI
+515.1%
-538.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.7% |
| 7D | -2.8% | -5.1% | +2.4% | -2.1% |
| 30D | -14.9% | +13.4% | -28.3% | -16.4% |
| 3M | +7.3% | +36.2% | -28.9% | +2.6% |
| 6M | +38.2% | -9.8% | +48.0% | +38.5% |
| YTD | -10.9% | +7.7% | -18.6% | -12.6% |
| 1Y | +11.6% | +27.2% | -15.5% | +6.3% |
| 3Y | -0.9% | +300.3% | -301.2% | -24.1% |
| 5Y | -23.5% | +539.8% | -563.3% | -48.0% |
| All | -23.5% | +515.1% | -538.7% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling