-7.0%
MDB vs GGLL
-15.1%
+8.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.2% |
| 7D | +11.6% | +11.5% | 0.0% | +9.3% |
| 30D | -8.9% | -31.2% | +22.3% | -3.2% |
| 3M | -22.4% | -28.7% | +6.3% | -18.2% |
| 6M | +10.1% | -47.2% | +57.3% | +19.1% |
| YTD | -19.0% | -24.3% | +5.2% | -19.6% |
| 1Y | -7.0% | -12.0% | +5.0% | -9.4% |
| All | -7.0% | -15.1% | +8.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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