+7.0%
MDB vs GIS
-21.3%
+28.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -4.5% | -8.6% | +4.1% | -3.9% |
| 30D | -14.0% | -0.5% | -13.5% | -13.6% |
| 3M | +5.3% | +11.9% | -6.6% | +7.1% |
| 6M | +31.9% | -11.6% | +43.5% | +22.9% |
| YTD | -14.6% | -16.3% | +1.7% | -20.7% |
| All | +7.0% | -21.3% | +28.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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