+1,010.1%
MDB vs MCO
+260.2%
+749.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -1.2% |
| 7D | -18.0% | -2.7% | -15.3% | -15.8% |
| 30D | -10.7% | +0.9% | -11.7% | -11.5% |
| 3M | +1.0% | +8.7% | -7.7% | -6.9% |
| 6M | +31.6% | +2.4% | +29.2% | +28.6% |
| YTD | -15.2% | -5.2% | -10.0% | -11.6% |
| 1Y | +10.1% | -4.4% | +14.5% | +12.7% |
| 3Y | -5.6% | +45.1% | -50.8% | -35.6% |
| 5Y | -24.5% | +31.5% | -56.0% | -41.8% |
| All | +1,010.1% | +260.2% | +749.9% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 all: compounded portfolio wealth divided by compounded MCO 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…
all analysis · Full analysis span regression · 6 months rolling