+1,010.1%
MDB vs GFI
+1,353.0%
-343.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | -18.0% | +5.7% | -23.7% | -18.5% |
| 30D | -10.7% | +15.6% | -26.3% | -12.2% |
| 3M | +1.0% | +31.5% | -30.5% | -2.3% |
| 6M | +31.6% | -3.7% | +35.3% | +30.9% |
| YTD | -15.2% | +11.2% | -26.4% | -16.8% |
| 1Y | +10.1% | +36.4% | -26.3% | +5.1% |
| 3Y | -5.6% | +313.5% | -319.2% | -22.1% |
| 5Y | -24.5% | +528.0% | -552.5% | -41.6% |
| All | +1,010.1% | +1,353.0% | -343.0% | +824.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling