-40.5%
MDB vs M
-3.3%
-37.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.2% |
| 7D | +6.8% | +7.0% | -0.2% | +4.3% |
| 30D | -6.2% | +8.9% | -15.1% | -9.5% |
| 3M | -29.2% | +4.5% | -33.7% | -31.2% |
| 6M | +10.3% | +36.2% | -25.9% | -4.0% |
| YTD | -20.4% | +15.1% | -35.5% | -27.1% |
| 1Y | -4.8% | +27.4% | -32.3% | -16.9% |
| 3Y | -11.6% | +160.1% | -171.7% | -50.1% |
| All | -40.5% | -3.3% | -37.2% | -51.8% |
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 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