-40.1%
MDB vs KMB
-3.2%
-36.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.4% |
| 7D | +11.6% | -3.0% | +14.5% | +11.4% |
| 30D | -8.9% | +9.1% | -18.0% | -8.7% |
| 3M | -22.4% | -0.4% | -22.0% | -22.4% |
| 6M | +10.1% | +13.0% | -2.9% | +10.7% |
| YTD | -19.0% | +10.3% | -29.4% | -18.1% |
| 1Y | -7.0% | +8.2% | -15.2% | -6.1% |
| 3Y | -9.8% | +0.4% | -10.2% | -12.5% |
| 5Y | -40.1% | -2.7% | -37.4% | -43.3% |
| All | -40.1% | -3.2% | -36.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling