-24.7%
MDB vs KMB
-8.4%
-16.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.1% |
| 7D | -17.4% | -3.0% | -14.4% | -17.5% |
| 30D | -2.0% | -5.5% | +3.4% | -2.2% |
| 3M | -3.0% | +14.0% | -17.0% | -2.3% |
| 6M | +48.7% | +4.1% | +44.6% | +49.4% |
| YTD | -12.1% | +8.0% | -20.2% | -11.1% |
| 1Y | +14.5% | -13.7% | +28.2% | +14.4% |
| 3Y | -6.1% | -5.9% | -0.2% | -7.4% |
| All | -24.7% | -8.4% | -16.4% | -30.4% |
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