+33.9%
MDB vs GRAB
-71.2%
+105.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | -5.3% | -12.2% | -15.9% |
| 30D | -2.0% | -8.6% | +6.5% | +1.1% |
| 3M | -3.0% | -1.2% | -1.9% | -2.6% |
| 6M | +48.7% | -16.6% | +65.3% | +58.3% |
| YTD | -12.1% | -31.5% | +19.3% | +0.8% |
| 1Y | +14.5% | -32.3% | +46.8% | +31.0% |
| 3Y | -6.1% | -10.7% | +4.6% | -6.7% |
| 5Y | -27.3% | -67.9% | +40.5% | -20.3% |
| All | +33.9% | -71.2% | +105.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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