-24.7%
MDB vs M
+27.3%
-52.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -5.0% |
| 7D | -17.4% | +4.7% | -22.2% | -18.9% |
| 30D | -2.0% | -9.6% | +7.6% | +1.2% |
| 3M | -3.0% | +0.9% | -3.9% | -4.4% |
| 6M | +48.7% | +22.3% | +26.4% | +35.7% |
| YTD | -12.1% | +6.5% | -18.7% | -16.2% |
| 1Y | +14.5% | +38.8% | -24.3% | -2.3% |
| 3Y | -6.1% | +115.9% | -122.1% | -40.1% |
| All | -24.7% | +27.3% | -52.0% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling