+1,017.5%
MDB vs MTB
+94.7%
+922.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.5% | +1.1% | -5.6% | -4.7% |
| 30D | -14.0% | -4.6% | -9.4% | -13.2% |
| 3M | +5.3% | +6.3% | -0.9% | +3.8% |
| 6M | +31.9% | +15.6% | +16.3% | +27.3% |
| YTD | -14.6% | +20.6% | -35.2% | -18.4% |
| 1Y | +8.2% | +22.5% | -14.3% | +3.0% |
| 3Y | -5.0% | +114.4% | -119.4% | -19.2% |
| 5Y | -24.5% | +101.9% | -126.4% | -34.5% |
| All | +1,017.5% | +94.7% | +922.8% | +916.5% |
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