-33.1%
MDB vs GTLB
-50.0%
+16.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.7% | +5.8% |
| 7D | -0.9% | -9.6% | +8.6% | +4.8% |
| 30D | -15.2% | -14.5% | -0.7% | -7.3% |
| 3M | -17.9% | +20.9% | -38.8% | -26.8% |
| 6M | +9.3% | +81.4% | -72.1% | -23.0% |
| YTD | -22.0% | +25.6% | -47.6% | -33.5% |
| 1Y | -9.3% | +3.4% | -12.8% | -14.4% |
| 3Y | -10.4% | +8.9% | -19.3% | -22.8% |
| 5Y | -43.2% | -64.0% | +20.7% | -37.5% |
| All | -33.1% | -50.0% | +16.9% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling