-11.9%
MDB vs GFS
-20.2%
+8.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -1.0% | -5.3% | +4.3% | +0.5% |
| 30D | -14.0% | -15.8% | +1.8% | -9.7% |
| 3M | -20.3% | -18.6% | -1.7% | -15.9% |
| 6M | +10.9% | -45.0% | +55.8% | +26.0% |
| YTD | -20.9% | +16.8% | -37.7% | -34.5% |
| 1Y | -11.2% | +17.8% | -29.0% | -26.6% |
| 3Y | -11.9% | -21.5% | +9.6% | -19.6% |
| All | -11.9% | -20.2% | +8.2% | -19.6% |
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