+1,065.8%
MDB vs KMX
-19.1%
+1,084.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | -2.8% | -3.4% | +0.6% | -1.5% |
| 30D | -14.9% | +4.0% | -18.9% | -16.2% |
| 3M | +7.3% | +24.8% | -17.4% | -2.3% |
| 6M | +38.2% | +43.6% | -5.4% | +17.6% |
| YTD | -10.9% | +56.6% | -67.5% | -27.2% |
| 1Y | +11.6% | +2.2% | +9.4% | +4.4% |
| 3Y | -0.9% | -25.4% | +24.5% | +2.0% |
| 5Y | -23.5% | -55.0% | +31.5% | -8.5% |
| All | +1,065.8% | -19.1% | +1,084.9% | +1,028.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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