+7.0%
MDB vs MDY
+15.0%
-8.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +1.5% |
| 7D | -4.5% | -0.8% | -3.8% | -3.9% |
| 30D | -14.0% | -3.9% | -10.1% | -11.2% |
| 3M | +5.3% | 0.0% | +5.4% | +5.4% |
| 6M | +31.9% | +8.5% | +23.3% | +20.7% |
| YTD | -14.6% | +13.2% | -27.8% | -21.8% |
| All | +7.0% | +15.0% | -8.0% | -2.7% |
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