-10.5%
MDB vs M
+159.6%
-170.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.0% |
| 7D | +3.0% | -3.3% | +6.3% | +3.7% |
| 30D | -11.3% | +8.1% | -19.4% | -13.0% |
| 3M | -23.0% | +2.2% | -25.2% | -23.7% |
| 6M | +14.8% | +35.1% | -20.4% | +5.4% |
| YTD | -19.4% | +15.8% | -35.3% | -23.7% |
| 1Y | -9.0% | +25.8% | -34.8% | -16.0% |
| All | -10.5% | +159.6% | -170.1% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling