-23.5%
MDB vs MKSI
+81.7%
-105.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.4% |
| 7D | -2.8% | +4.9% | -7.6% | -5.2% |
| 30D | -14.9% | -11.0% | -3.9% | -10.9% |
| 3M | +7.3% | -17.1% | +24.4% | +9.8% |
| 6M | +38.2% | +16.4% | +21.8% | +13.3% |
| YTD | -10.9% | +64.3% | -75.2% | -41.5% |
| 1Y | +11.6% | +137.7% | -126.1% | -42.8% |
| 3Y | -0.9% | +189.1% | -190.0% | -62.4% |
| 5Y | -23.5% | +83.1% | -106.7% | -56.6% |
| All | -23.5% | +81.7% | -105.2% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling