-24.5%
MDB vs MTB
+102.5%
-127.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -18.0% | +2.8% | -20.8% | -18.9% |
| 30D | -10.7% | -4.2% | -6.6% | -9.5% |
| 3M | +1.0% | +7.8% | -6.8% | -2.0% |
| 6M | +31.6% | +14.8% | +16.8% | +24.2% |
| YTD | -15.2% | +20.8% | -36.0% | -21.6% |
| 1Y | +10.1% | +23.1% | -13.0% | +0.9% |
| 3Y | -5.6% | +114.8% | -120.5% | -29.8% |
| 5Y | -24.5% | +103.3% | -127.8% | -33.4% |
| All | -24.5% | +102.5% | -127.0% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling