-38.4%
MDB vs MSCI
+8.1%
-46.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.2% |
| 7D | +3.0% | -1.9% | +4.9% | +4.7% |
| 30D | -11.3% | +16.5% | -27.8% | -22.9% |
| 3M | -23.0% | +18.2% | -41.2% | -33.8% |
| 6M | +14.8% | +14.0% | +0.8% | +1.2% |
| YTD | -19.4% | +16.6% | -36.0% | -30.8% |
| 1Y | -9.0% | +14.8% | -23.8% | -21.1% |
| 3Y | -10.3% | +33.3% | -43.5% | -40.5% |
| 5Y | -38.4% | +9.1% | -47.4% | -43.8% |
| All | -38.4% | +8.1% | -46.5% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling