-5.6%
MDB vs MDY
+51.1%
-56.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.7% |
| 7D | -18.0% | +1.0% | -19.0% | -19.1% |
| 30D | -10.7% | -3.1% | -7.6% | -7.2% |
| 3M | +1.0% | +1.8% | -0.9% | -1.6% |
| 6M | +31.6% | +10.8% | +20.8% | +14.2% |
| YTD | -15.2% | +14.4% | -29.6% | -28.9% |
| 1Y | +10.1% | +15.2% | -5.1% | -8.8% |
| 3Y | -5.6% | +51.2% | -56.8% | -42.2% |
| All | -5.6% | +51.1% | -56.7% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling