-8.4%
MDB vs GGLL
+151.4%
-159.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.5% | -2.8% | -6.3% |
| 7D | -20.9% | -1.3% | -19.6% | -20.6% |
| 30D | -15.6% | -36.3% | +20.7% | -7.5% |
| 3M | -19.1% | -42.7% | +23.6% | -9.6% |
| 6M | +14.2% | -53.1% | +67.3% | +31.4% |
| YTD | -27.4% | -32.1% | +4.7% | -24.6% |
| 1Y | -13.0% | -20.1% | +7.0% | -13.6% |
| All | -8.4% | +151.4% | -159.8% | -36.7% |
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