-45.2%
MDB vs KMB
-0.3%
-44.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.6% |
| 7D | -11.4% | +0.5% | -11.8% | -11.3% |
| 30D | -13.8% | +12.4% | -26.2% | -13.5% |
| 3M | -15.5% | +1.0% | -16.4% | -15.4% |
| 6M | +17.9% | +12.1% | +5.8% | +18.7% |
| YTD | -25.5% | +11.6% | -37.1% | -24.5% |
| 1Y | -12.1% | +13.1% | -25.2% | -11.0% |
| 3Y | -5.9% | +1.6% | -7.4% | -8.5% |
| All | -45.2% | -0.3% | -44.9% | -47.5% |
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