-29.5%
MDB vs GFS
-3.9%
-25.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -18.0% | +2.6% | -20.7% | -18.9% |
| 30D | -10.7% | -16.4% | +5.7% | -4.3% |
| 3M | +1.0% | -41.6% | +42.6% | +22.6% |
| 6M | +31.6% | -3.7% | +35.3% | +20.5% |
| YTD | -15.2% | +29.3% | -44.5% | -34.6% |
| 1Y | +10.1% | +37.1% | -27.0% | -18.5% |
| 3Y | -5.6% | -22.1% | +16.5% | -11.0% |
| All | -29.5% | -3.9% | -25.5% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling