+935.2%
MDB vs MTB
+80.5%
+854.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -1.0% | -0.7% | -0.4% | -0.8% |
| 30D | -14.0% | +1.4% | -15.4% | -14.2% |
| 3M | -20.3% | -11.6% | -8.7% | -18.3% |
| 6M | +10.9% | +5.4% | +5.5% | +9.3% |
| YTD | -20.9% | +11.7% | -32.6% | -23.2% |
| 1Y | -11.2% | +20.5% | -31.8% | -15.2% |
| 3Y | -11.9% | +104.5% | -116.4% | -24.2% |
| 5Y | -40.2% | +65.1% | -105.3% | -46.5% |
| All | +935.2% | +80.5% | +854.7% | +856.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling