+2.9%
MDB vs OSCR
-9.0%
+11.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -1.8% | +1.6% | -3.4% | -2.2% |
| 30D | -17.3% | +10.7% | -27.9% | -19.6% |
| 3M | +2.2% | +13.4% | -11.2% | -1.8% |
| 6M | +33.9% | +144.6% | -110.7% | +5.1% |
| YTD | -13.7% | +128.0% | -141.7% | -31.5% |
| 1Y | +9.1% | +68.7% | -59.6% | -9.4% |
| 3Y | -8.1% | +398.8% | -406.9% | -53.5% |
| 5Y | -25.9% | +87.3% | -113.2% | -59.2% |
| All | +2.9% | -9.0% | +11.9% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling