+935.2%
MDB vs KMB
+31.4%
+903.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.5% |
| 7D | -1.0% | +6.0% | -7.0% | -1.4% |
| 30D | -14.0% | +13.5% | -27.5% | -14.8% |
| 3M | -20.3% | +3.8% | -24.1% | -20.6% |
| 6M | +10.9% | +15.6% | -4.7% | +9.6% |
| YTD | -20.9% | +14.0% | -34.9% | -21.5% |
| 1Y | -11.2% | +12.9% | -24.1% | -11.9% |
| 3Y | -11.9% | +3.7% | -15.6% | -14.0% |
| 5Y | -40.2% | -0.1% | -40.1% | -41.6% |
| All | +935.2% | +31.4% | +903.8% | +875.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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