+9.1%
MDB vs MKSI
+142.7%
-133.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.3% |
| 7D | -1.8% | +2.7% | -4.5% | -2.1% |
| 30D | -17.3% | -12.8% | -4.5% | -16.0% |
| 3M | +2.2% | -22.5% | +24.7% | +3.2% |
| 6M | +33.9% | +19.4% | +14.5% | +18.4% |
| YTD | -13.7% | +67.7% | -81.4% | -32.4% |
| 1Y | +9.1% | +131.4% | -122.3% | -21.2% |
| All | +9.1% | +142.7% | -133.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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