+942.1%
MDB vs P
+560.1%
+382.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | +6.8% | +11.6% | -4.8% | +1.3% |
| 30D | -6.2% | -23.7% | +17.5% | +6.2% |
| 3M | -29.2% | -8.0% | -21.3% | -28.8% |
| 6M | +10.3% | +27.9% | -17.6% | -9.3% |
| YTD | -20.4% | +61.2% | -81.5% | -42.9% |
| 1Y | -4.8% | +28.6% | -33.4% | -26.3% |
| 3Y | -11.6% | +200.5% | -212.1% | -61.6% |
| 5Y | -41.0% | +282.9% | -324.0% | -77.1% |
| All | +942.1% | +560.1% | +382.0% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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