-27.2%
MDB vs GTLB
-50.0%
+22.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -0.5% |
| 7D | -18.0% | +4.6% | -22.6% | -21.1% |
| 30D | -10.7% | +21.0% | -31.7% | -20.7% |
| 3M | +1.0% | +51.7% | -50.7% | -21.4% |
| 6M | +31.6% | +89.3% | -57.7% | -10.4% |
| YTD | -15.2% | +25.6% | -40.8% | -28.0% |
| 1Y | +10.1% | -1.5% | +11.7% | +4.9% |
| 3Y | -5.6% | -9.9% | +4.3% | -10.2% |
| All | -27.2% | -50.0% | +22.7% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling