+849.8%
MDB vs MSCI
+492.6%
+357.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.7% | -4.5% | -5.0% |
| 7D | -20.9% | +6.0% | -26.9% | -25.0% |
| 30D | -15.6% | +18.2% | -33.8% | -27.0% |
| 3M | -19.1% | +15.1% | -34.2% | -28.4% |
| 6M | +14.2% | +13.7% | +0.5% | +1.6% |
| YTD | -27.4% | +15.6% | -43.0% | -36.7% |
| 1Y | -13.0% | +16.3% | -29.4% | -24.9% |
| 3Y | -11.2% | +36.9% | -48.1% | -39.3% |
| 5Y | -45.2% | +6.3% | -51.5% | -51.7% |
| All | +849.8% | +492.6% | +357.1% | +94.5% |
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