-29.0%
MDB vs GFS
-2.1%
-26.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.1% |
| 7D | -4.5% | +4.5% | -9.0% | -6.3% |
| 30D | -14.0% | -8.2% | -5.8% | -11.1% |
| 3M | +5.3% | -38.9% | +44.2% | +25.4% |
| 6M | +31.9% | -2.9% | +34.8% | +20.4% |
| YTD | -14.6% | +31.8% | -46.4% | -34.7% |
| 1Y | +8.2% | +43.1% | -34.9% | -21.4% |
| 3Y | -5.0% | -20.6% | +15.6% | -11.1% |
| All | -29.0% | -2.1% | -26.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling