-7.7%
MDB vs GTLB
+6.1%
-13.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -16.5% | -9.7% | -6.9% | -11.2% |
| 30D | -8.6% | +1.7% | -10.3% | -9.1% |
| 3M | -13.6% | +43.6% | -57.2% | -30.9% |
| 6M | +24.1% | +113.0% | -88.9% | -21.6% |
| YTD | -21.8% | +39.5% | -61.3% | -35.6% |
| 1Y | -7.7% | +12.6% | -20.3% | -12.7% |
| All | -7.7% | +6.1% | -13.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling