+1,010.1%
MDB vs MKTX
-7.1%
+1,017.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.4% |
| 7D | -18.0% | +0.4% | -18.4% | -18.2% |
| 30D | -10.7% | +1.0% | -11.7% | -11.1% |
| 3M | +1.0% | +41.3% | -40.3% | -16.0% |
| 6M | +31.6% | -11.3% | +43.0% | +36.9% |
| YTD | -15.2% | -8.6% | -6.6% | -13.4% |
| 1Y | +10.1% | -11.1% | +21.2% | +13.1% |
| 3Y | -5.6% | -24.5% | +18.9% | -5.2% |
| 5Y | -24.5% | -61.4% | +36.9% | +13.5% |
| All | +1,010.1% | -7.1% | +1,017.2% | +1,148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling