-11.6%
MDB vs GPN
-12.5%
+0.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -3.1% |
| 7D | +6.8% | -5.6% | +12.5% | +8.5% |
| 30D | -6.2% | +13.6% | -19.8% | -12.3% |
| 3M | -29.2% | -2.8% | -26.4% | -29.5% |
| 6M | +10.3% | +38.1% | -27.8% | -5.9% |
| YTD | -20.4% | +19.9% | -40.3% | -28.2% |
| 1Y | -4.8% | +23.4% | -28.2% | -15.2% |
| 3Y | -11.6% | -12.6% | +1.1% | -13.9% |
| All | -11.6% | -12.5% | +0.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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