-6.4%
MDB vs KMB
-5.5%
-0.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.4% |
| 7D | -17.4% | -3.0% | -14.4% | -17.8% |
| 30D | -2.0% | -5.5% | +3.4% | -2.9% |
| 3M | -3.0% | +14.0% | -17.0% | 0.0% |
| 6M | +48.7% | +4.1% | +44.6% | +50.6% |
| YTD | -12.1% | +8.0% | -20.2% | -9.4% |
| 1Y | +14.5% | -13.7% | +28.2% | +11.1% |
| All | -6.4% | -5.5% | -0.9% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling