-4.8%
MDB vs M
+24.3%
-29.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.7% |
| 7D | +6.8% | +7.0% | -0.2% | +6.7% |
| 30D | -6.2% | +8.9% | -15.1% | -6.1% |
| 3M | -29.2% | +4.5% | -33.7% | -28.7% |
| 6M | +10.3% | +36.2% | -25.9% | +9.8% |
| YTD | -20.4% | +15.1% | -35.5% | -20.8% |
| 1Y | -4.8% | +27.4% | -32.3% | -3.4% |
| All | -4.8% | +24.3% | -29.1% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling