-24.5%
MDB vs KMX
-52.4%
+27.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -1.7% |
| 7D | -18.0% | -0.7% | -17.3% | -17.8% |
| 30D | -10.7% | +4.1% | -14.8% | -12.4% |
| 3M | +1.0% | +27.5% | -26.5% | -10.4% |
| 6M | +31.6% | +43.6% | -11.9% | +8.8% |
| YTD | -15.2% | +56.8% | -71.9% | -33.3% |
| 1Y | +10.1% | -1.3% | +11.4% | +4.6% |
| 3Y | -5.6% | -25.4% | +19.7% | -1.2% |
| 5Y | -24.5% | -53.9% | +29.4% | +8.5% |
| All | -24.5% | -52.4% | +27.9% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling