+1,010.1%
MDB vs MKSI
+185.5%
+824.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.4% | -4.4% |
| 7D | -18.0% | +7.7% | -25.7% | -21.1% |
| 30D | -10.7% | -12.9% | +2.1% | -5.9% |
| 3M | +1.0% | -14.8% | +15.8% | +2.3% |
| 6M | +31.6% | +26.6% | +5.0% | +6.3% |
| YTD | -15.2% | +66.6% | -81.8% | -41.5% |
| 1Y | +10.1% | +144.6% | -134.4% | -39.2% |
| 3Y | -5.6% | +193.1% | -198.8% | -57.3% |
| 5Y | -24.5% | +88.6% | -113.1% | -56.9% |
| All | +1,010.1% | +185.5% | +824.5% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling