+920.8%
MDB vs KGC
+493.8%
+427.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +4.1% |
| 7D | -0.9% | +11.1% | -12.1% | -3.0% |
| 30D | -15.2% | -3.7% | -11.4% | -14.6% |
| 3M | -17.9% | -17.2% | -0.7% | -15.4% |
| 6M | +9.3% | -27.3% | +36.6% | +14.9% |
| YTD | -22.0% | -18.5% | -3.5% | -20.3% |
| 1Y | -9.3% | -5.7% | -3.6% | -10.2% |
| 3Y | -10.4% | +336.5% | -346.8% | -36.3% |
| 5Y | -43.2% | +298.7% | -341.9% | -60.5% |
| All | +920.8% | +493.8% | +427.0% | +659.4% |
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