-45.2%
MDB vs MSCI
+3.6%
-48.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +4.7% |
| 7D | -11.4% | +2.8% | -14.2% | -13.9% |
| 30D | -13.8% | +15.4% | -29.2% | -24.5% |
| 3M | -15.5% | +13.4% | -28.9% | -24.8% |
| 6M | +17.9% | +10.9% | +7.0% | +6.4% |
| YTD | -25.5% | +13.0% | -38.4% | -34.2% |
| 1Y | -12.1% | +12.0% | -24.1% | -22.2% |
| 3Y | -5.9% | +34.1% | -40.0% | -38.9% |
| All | -45.2% | +3.6% | -48.8% | -47.0% |
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