+14.5%
MDB vs OSCR
+75.7%
-61.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | +5.8% | -23.3% | -18.3% |
| 30D | -2.0% | +7.1% | -9.1% | -3.5% |
| 3M | -3.0% | +36.7% | -39.7% | -8.5% |
| 6M | +48.7% | +114.3% | -65.6% | +32.7% |
| YTD | -12.1% | +124.4% | -136.6% | -22.1% |
| 1Y | +14.5% | +75.5% | -61.0% | +0.2% |
| All | +14.5% | +75.7% | -61.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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