+920.8%
MDB vs P
+528.6%
+392.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.6% | +1.6% |
| 7D | -0.9% | -9.6% | +8.7% | +3.5% |
| 30D | -15.2% | -33.4% | +18.3% | +2.4% |
| 3M | -17.9% | +14.2% | -32.1% | -25.8% |
| 6M | +9.3% | +31.6% | -22.3% | -12.3% |
| YTD | -22.0% | +53.5% | -75.5% | -42.7% |
| 1Y | -9.3% | +14.2% | -23.5% | -25.3% |
| 3Y | -10.4% | +190.5% | -200.9% | -60.5% |
| 5Y | -43.2% | +256.3% | -299.6% | -77.1% |
| All | +920.8% | +528.6% | +392.2% | +190.2% |
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