-38.4%
MDB vs M
+0.2%
-38.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.2% |
| 7D | +3.0% | -3.3% | +6.3% | +4.1% |
| 30D | -11.3% | +8.1% | -19.4% | -14.1% |
| 3M | -23.0% | +2.2% | -25.2% | -24.5% |
| 6M | +14.8% | +35.1% | -20.4% | +0.2% |
| YTD | -19.4% | +15.8% | -35.3% | -26.4% |
| 1Y | -9.0% | +25.8% | -34.8% | -20.0% |
| 3Y | -10.3% | +156.2% | -166.5% | -48.9% |
| 5Y | -38.4% | -2.4% | -36.0% | -50.1% |
| All | -38.4% | +0.2% | -38.6% | -50.1% |
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