+935.2%
MDB vs MET
+166.4%
+768.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.1% |
| 7D | -1.0% | +1.8% | -2.8% | -1.6% |
| 30D | -14.0% | +4.8% | -18.8% | -15.5% |
| 3M | -20.3% | +6.2% | -26.5% | -22.1% |
| 6M | +10.9% | +33.8% | -23.0% | -0.8% |
| YTD | -20.9% | +33.3% | -54.2% | -29.3% |
| 1Y | -11.2% | +36.3% | -47.5% | -21.4% |
| 3Y | -11.9% | +84.6% | -96.5% | -29.8% |
| 5Y | -40.2% | +87.7% | -127.8% | -52.4% |
| All | +935.2% | +166.4% | +768.8% | +552.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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