-32.7%
MDB vs GFS
-9.0%
-23.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +11.6% | +17.2% | -5.7% | +4.3% |
| 30D | -8.9% | -8.7% | -0.2% | -5.5% |
| 3M | -22.4% | -19.7% | -2.7% | -15.6% |
| 6M | +10.1% | -40.7% | +50.8% | +28.9% |
| YTD | -19.0% | +22.5% | -41.6% | -36.5% |
| 1Y | -7.0% | +25.2% | -32.2% | -27.9% |
| 3Y | -9.8% | -17.7% | +7.8% | -18.9% |
| 5Y | -40.1% | -23.5% | -16.5% | -43.8% |
| All | -32.7% | -9.0% | -23.7% | -36.3% |
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