+63.5%
MDB vs GLXY
-41.9%
+105.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.0% |
| 7D | -11.4% | -14.6% | +3.3% | -9.7% |
| 30D | -13.8% | -36.2% | +22.3% | -9.5% |
| 3M | -15.5% | -30.1% | +14.6% | -12.2% |
| 6M | +17.9% | -56.1% | +74.0% | +27.0% |
| YTD | -25.5% | -38.9% | +13.4% | -23.5% |
| 1Y | -12.1% | -55.0% | +43.0% | -8.2% |
| All | +63.5% | -41.9% | +105.4% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling