-8.1%
MDB vs MKTX
-25.3%
+17.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -1.8% | -0.2% | -1.5% | -1.8% |
| 30D | -17.3% | +0.7% | -18.0% | -17.3% |
| 3M | +2.2% | +40.8% | -38.6% | +0.5% |
| 6M | +33.9% | -8.0% | +41.9% | +31.7% |
| YTD | -13.7% | -8.7% | -5.0% | -15.3% |
| 1Y | +9.1% | -11.8% | +20.9% | +6.9% |
| 3Y | -8.1% | -24.0% | +15.9% | -12.0% |
| All | -8.1% | -25.3% | +17.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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