+1,010.1%
MDB vs GPN
-1.7%
+1,011.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -1.5% |
| 7D | -18.0% | -0.7% | -17.3% | -18.0% |
| 30D | -10.7% | +3.8% | -14.6% | -13.0% |
| 3M | +1.0% | +39.2% | -38.2% | -18.1% |
| 6M | +31.6% | +17.9% | +13.7% | +17.1% |
| YTD | -15.2% | +16.4% | -31.5% | -24.7% |
| 1Y | +10.1% | +3.6% | +6.5% | +3.9% |
| 3Y | -5.6% | -26.7% | +21.0% | +5.8% |
| 5Y | -24.5% | -44.8% | +20.2% | -1.6% |
| All | +1,010.1% | -1.7% | +1,011.7% | +720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling