-7.7%
MDB vs MTB
+27.0%
-34.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.1% |
| 7D | -16.5% | +2.0% | -18.6% | -16.6% |
| 30D | -8.6% | +2.9% | -11.5% | -8.7% |
| 3M | -13.6% | -10.7% | -2.9% | -13.3% |
| 6M | +24.1% | +6.3% | +17.7% | +23.3% |
| YTD | -21.8% | +13.8% | -35.5% | -22.7% |
| 1Y | -7.7% | +27.7% | -35.5% | -13.1% |
| All | -7.7% | +27.0% | -34.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling