-5.6%
MDB vs GFS
-20.2%
+14.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -18.0% | +2.6% | -20.7% | -18.6% |
| 30D | -10.7% | -16.4% | +5.7% | -6.3% |
| 3M | +1.0% | -41.6% | +42.6% | +15.6% |
| 6M | +31.6% | -3.7% | +35.3% | +21.0% |
| YTD | -15.2% | +29.3% | -44.5% | -32.3% |
| 1Y | +10.1% | +37.1% | -27.0% | -15.0% |
| 3Y | -5.6% | -22.1% | +16.5% | -9.8% |
| All | -5.6% | -20.2% | +14.6% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling