+71.1%
MDB vs GLXY
-38.3%
+109.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.2% | -1.6% | +3.8% |
| 7D | -0.9% | -0.5% | -0.4% | -1.2% |
| 30D | -15.2% | -28.6% | +13.5% | -12.0% |
| 3M | -17.9% | -28.1% | +10.2% | -15.2% |
| 6M | +9.3% | -52.0% | +61.3% | +16.5% |
| YTD | -22.0% | -35.1% | +13.1% | -20.6% |
| 1Y | -9.3% | -54.0% | +44.7% | -5.9% |
| All | +71.1% | -38.3% | +109.4% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling