+920.8%
MDB vs M
+81.9%
+838.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +3.2% |
| 7D | -0.9% | +2.5% | -3.5% | -1.4% |
| 30D | -15.2% | +10.1% | -25.2% | -16.7% |
| 3M | -17.9% | -0.9% | -17.0% | -18.2% |
| 6M | +9.3% | +30.2% | -20.8% | +3.2% |
| YTD | -22.0% | +16.3% | -38.3% | -25.2% |
| 1Y | -9.3% | +27.0% | -36.3% | -14.7% |
| 3Y | -10.4% | +154.5% | -164.9% | -27.7% |
| 5Y | -43.2% | -1.1% | -42.2% | -49.3% |
| All | +920.8% | +81.9% | +838.9% | +943.9% |
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