+959.5%
MDB vs MDY
+128.2%
+831.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.9% |
| 7D | +11.6% | +3.0% | +8.5% | +7.8% |
| 30D | -8.9% | +0.8% | -9.7% | -9.4% |
| 3M | -22.4% | -5.1% | -17.3% | -17.1% |
| 6M | +10.1% | +1.2% | +8.9% | +8.6% |
| YTD | -19.0% | +12.5% | -31.5% | -29.4% |
| 1Y | -7.0% | +13.8% | -20.8% | -20.1% |
| 3Y | -9.8% | +56.4% | -66.3% | -45.4% |
| 5Y | -40.1% | +35.3% | -75.4% | -54.9% |
| All | +959.5% | +128.2% | +831.3% | +408.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling