-11.9%
MDB vs MSCI
+33.6%
-45.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | -1.0% | +2.7% | -3.7% | -2.2% |
| 30D | -14.0% | +16.2% | -30.2% | -19.8% |
| 3M | -20.3% | +17.1% | -37.4% | -25.9% |
| 6M | +10.9% | +13.0% | -2.2% | +4.9% |
| YTD | -20.9% | +15.8% | -36.7% | -25.7% |
| 1Y | -11.2% | +15.5% | -26.7% | -16.6% |
| 3Y | -11.9% | +32.3% | -44.2% | -26.7% |
| All | -11.9% | +33.6% | -45.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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