-11.9%
MDB vs MDY
+58.3%
-70.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.8% |
| 7D | -1.0% | 0.0% | -1.0% | -0.8% |
| 30D | -14.0% | +1.0% | -14.9% | -14.6% |
| 3M | -20.3% | -4.1% | -16.2% | -15.8% |
| 6M | +10.9% | +0.6% | +10.2% | +9.9% |
| YTD | -20.9% | +12.9% | -33.8% | -32.4% |
| 1Y | -11.2% | +14.6% | -25.8% | -25.7% |
| 3Y | -11.9% | +57.1% | -69.0% | -49.9% |
| All | -11.9% | +58.3% | -70.2% | -49.9% |
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