+1.8%
MDB vs OSCR
-11.8%
+13.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.6% |
| 7D | -4.5% | +4.7% | -9.2% | -5.7% |
| 30D | -14.0% | +14.8% | -28.8% | -17.2% |
| 3M | +5.3% | +16.7% | -11.4% | +0.4% |
| 6M | +31.9% | +127.5% | -95.6% | +5.4% |
| YTD | -14.6% | +121.0% | -135.6% | -31.6% |
| 1Y | +8.2% | +58.4% | -50.2% | -8.6% |
| 3Y | -5.0% | +392.4% | -397.4% | -51.8% |
| 5Y | -24.5% | +80.5% | -105.0% | -58.0% |
| All | +1.8% | -11.8% | +13.6% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling