+954.3%
MDB vs KGC
+457.9%
+496.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.0% | +0.2% | +2.7% | +2.9% |
| 30D | -11.3% | -8.8% | -2.5% | -9.8% |
| 3M | -23.0% | -21.1% | -1.9% | -19.9% |
| 6M | +14.8% | -32.3% | +47.1% | +22.2% |
| YTD | -19.4% | -23.5% | +4.0% | -16.7% |
| 1Y | -9.0% | -15.0% | +6.0% | -8.0% |
| 3Y | -10.3% | +327.5% | -337.8% | -36.0% |
| 5Y | -38.4% | +244.3% | -282.7% | -56.1% |
| All | +954.3% | +457.9% | +496.4% | +693.4% |
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