-26.9%
MDB vs GFS
-3.7%
-23.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.7% |
| 7D | -17.4% | +1.0% | -18.4% | -17.8% |
| 30D | -2.0% | -8.6% | +6.6% | +1.2% |
| 3M | -3.0% | -46.5% | +43.5% | +22.5% |
| 6M | +48.7% | -4.8% | +53.5% | +36.9% |
| YTD | -12.1% | +29.7% | -41.8% | -32.4% |
| 1Y | +14.5% | +35.8% | -21.3% | -14.8% |
| 3Y | -6.1% | -18.3% | +12.2% | -13.9% |
| All | -26.9% | -3.7% | -23.2% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling