+14.5%
MDB vs MDY
+17.9%
-3.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -17.4% | +0.1% | -17.6% | -17.5% |
| 30D | -2.0% | -1.5% | -0.5% | -0.7% |
| 3M | -3.0% | +0.8% | -3.8% | -3.4% |
| 6M | +48.7% | +7.4% | +41.3% | +38.5% |
| YTD | -12.1% | +15.2% | -27.3% | -20.3% |
| 1Y | +14.5% | +16.5% | -2.0% | +3.3% |
| All | +14.5% | +17.9% | -3.4% | +3.3% |
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