-10.4%
MDB vs GGLL
+153.6%
-164.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.2% | +4.1% |
| 7D | -0.9% | +6.3% | -7.3% | -2.3% |
| 30D | -15.2% | -35.1% | +19.9% | -7.5% |
| 3M | -17.9% | -37.7% | +19.8% | -10.0% |
| 6M | +9.3% | -54.1% | +63.4% | +26.5% |
| YTD | -22.0% | -29.4% | +7.4% | -19.6% |
| 1Y | -9.3% | -13.4% | +4.1% | -11.5% |
| 3Y | -10.4% | +158.3% | -168.7% | -38.3% |
| All | -10.4% | +153.6% | -164.0% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling