-12.1%
MDB vs M
+15.5%
-27.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +2.7% |
| 7D | -11.4% | -4.3% | -7.1% | -11.2% |
| 30D | -13.8% | +1.3% | -15.1% | -13.6% |
| 3M | -15.5% | -7.4% | -8.1% | -14.5% |
| 6M | +17.9% | +18.3% | -0.4% | +17.1% |
| YTD | -25.5% | +7.6% | -33.0% | -25.9% |
| 1Y | -12.1% | +17.4% | -29.5% | -12.7% |
| All | -12.1% | +15.5% | -27.5% | -12.7% |
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 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