-8.1%
MDB vs MKSI
+190.8%
-199.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.8% |
| 7D | -1.8% | +2.7% | -4.5% | -2.7% |
| 30D | -17.3% | -12.8% | -4.5% | -14.0% |
| 3M | +2.2% | -22.5% | +24.7% | +6.8% |
| 6M | +33.9% | +19.4% | +14.5% | +14.9% |
| YTD | -13.7% | +67.7% | -81.4% | -36.9% |
| 1Y | +9.1% | +131.4% | -122.3% | -31.8% |
| 3Y | -8.1% | +197.3% | -205.5% | -52.5% |
| All | -8.1% | +190.8% | -199.0% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling