+1,049.8%
MDB vs KMX
-15.4%
+1,065.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.5% |
| 7D | -17.4% | +1.9% | -19.3% | -18.0% |
| 30D | -2.0% | +11.7% | -13.7% | -6.0% |
| 3M | -3.0% | +34.9% | -37.9% | -14.2% |
| 6M | +48.7% | +50.3% | -1.6% | +24.5% |
| YTD | -12.1% | +63.8% | -75.9% | -29.3% |
| 1Y | +14.5% | +3.8% | +10.7% | +6.6% |
| 3Y | -6.1% | -24.3% | +18.1% | -3.7% |
| 5Y | -27.3% | -50.2% | +22.9% | -15.7% |
| All | +1,049.8% | -15.4% | +1,065.2% | +994.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling