+935.2%
MDB vs M
+82.8%
+852.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -1.0% | +5.0% | -6.0% | -1.9% |
| 30D | -14.0% | +10.6% | -24.6% | -15.6% |
| 3M | -20.3% | +1.6% | -21.9% | -21.0% |
| 6M | +10.9% | +30.8% | -20.0% | +4.6% |
| YTD | -20.9% | +16.9% | -37.8% | -24.2% |
| 1Y | -11.2% | +26.3% | -37.5% | -16.3% |
| 3Y | -11.9% | +158.6% | -170.5% | -29.1% |
| 5Y | -40.2% | +2.1% | -42.3% | -46.6% |
| All | +935.2% | +82.8% | +852.3% | +957.7% |
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