-11.2%
MDB vs MTB
+22.1%
-33.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | -14.0% | +1.4% | -15.4% | -14.0% |
| 3M | -20.3% | -11.6% | -8.7% | -20.1% |
| 6M | +10.9% | +5.4% | +5.5% | +10.4% |
| YTD | -20.9% | +11.7% | -32.6% | -21.6% |
| 1Y | -11.2% | +20.5% | -31.8% | -14.7% |
| All | -11.2% | +22.1% | -33.3% | -14.7% |
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 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