+1,049.8%
MDB vs MSCI
+417.7%
+632.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | -17.4% | +0.4% | -17.8% | -17.6% |
| 30D | -2.0% | +0.6% | -2.6% | -2.4% |
| 3M | -3.0% | -7.1% | +4.1% | +2.2% |
| 6M | +48.7% | +0.8% | +47.8% | +47.1% |
| YTD | -12.1% | +1.0% | -13.1% | -13.7% |
| 1Y | +14.5% | +4.3% | +10.2% | +7.1% |
| 3Y | -6.1% | +9.9% | -16.1% | -21.6% |
| 5Y | -27.3% | -6.8% | -20.6% | -28.3% |
| All | +1,049.8% | +417.7% | +632.1% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling