+8.2%
MDB vs GFS
+39.8%
-31.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -4.5% | +4.5% | -9.0% | -5.0% |
| 30D | -14.0% | -8.2% | -5.8% | -13.3% |
| 3M | +5.3% | -38.9% | +44.2% | +8.5% |
| 6M | +31.9% | -2.9% | +34.8% | +21.7% |
| YTD | -14.6% | +31.8% | -46.4% | -28.2% |
| 1Y | +8.2% | +43.1% | -34.9% | -8.7% |
| All | +8.2% | +39.8% | -31.5% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling