+942.1%
MDB vs KMX
-28.9%
+971.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.1% |
| 7D | +6.8% | +3.4% | +3.5% | +5.6% |
| 30D | -6.2% | +6.8% | -13.0% | -8.9% |
| 3M | -29.2% | -11.4% | -17.9% | -26.9% |
| 6M | +10.3% | +43.6% | -33.3% | -6.1% |
| YTD | -20.4% | +37.7% | -58.1% | -32.5% |
| 1Y | -4.8% | +53.0% | -57.8% | -22.9% |
| 3Y | -11.6% | -16.3% | +4.7% | -13.7% |
| 5Y | -41.0% | -64.2% | +23.2% | -24.5% |
| All | +942.1% | -28.9% | +971.0% | +946.5% |
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