-24.5%
MDB vs MDY
+45.8%
-70.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +2.4% |
| 7D | -4.5% | -0.8% | -3.8% | -3.3% |
| 30D | -14.0% | -3.9% | -10.1% | -8.4% |
| 3M | +5.3% | 0.0% | +5.4% | +4.8% |
| 6M | +31.9% | +8.5% | +23.3% | +13.2% |
| YTD | -14.6% | +13.2% | -27.8% | -31.3% |
| 1Y | +8.2% | +15.0% | -6.8% | -15.8% |
| 3Y | -5.0% | +49.6% | -54.6% | -54.5% |
| 5Y | -24.5% | +46.0% | -70.6% | -58.3% |
| All | -24.5% | +45.8% | -70.4% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling