-7.7%
MDB vs MDY
+17.5%
-25.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.6% |
| 7D | -16.5% | +1.7% | -18.2% | -17.8% |
| 30D | -8.6% | +1.2% | -9.8% | -9.4% |
| 3M | -13.6% | -3.5% | -10.1% | -11.2% |
| 6M | +24.1% | +3.5% | +20.5% | +19.8% |
| YTD | -21.8% | +13.6% | -35.4% | -27.2% |
| 1Y | -7.7% | +17.1% | -24.8% | -14.7% |
| All | -7.7% | +17.5% | -25.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling