+954.3%
MDB vs M
+81.2%
+873.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.0% |
| 7D | +3.0% | -3.3% | +6.3% | +3.6% |
| 30D | -11.3% | +8.1% | -19.4% | -12.7% |
| 3M | -23.0% | +2.2% | -25.2% | -23.7% |
| 6M | +14.8% | +35.1% | -20.4% | +7.7% |
| YTD | -19.4% | +15.8% | -35.3% | -22.7% |
| 1Y | -9.0% | +25.8% | -34.8% | -14.2% |
| 3Y | -10.3% | +156.2% | -166.5% | -27.7% |
| 5Y | -38.4% | -2.4% | -36.0% | -44.9% |
| All | +954.3% | +81.2% | +873.2% | +978.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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