+1,010.1%
MDB vs KGC
+683.5%
+326.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.1% | -3.0% |
| 7D | -18.0% | +2.4% | -20.5% | -18.4% |
| 30D | -10.7% | +9.2% | -20.0% | -12.5% |
| 3M | +1.0% | +16.7% | -15.8% | -2.7% |
| 6M | +31.6% | -7.0% | +38.6% | +31.7% |
| YTD | -15.2% | +7.5% | -22.7% | -17.6% |
| 1Y | +10.1% | +34.4% | -24.2% | +1.6% |
| 3Y | -5.6% | +552.0% | -557.6% | -37.9% |
| 5Y | -24.5% | +454.5% | -479.1% | -50.5% |
| All | +1,010.1% | +683.5% | +326.6% | +685.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling