-45.2%
MDB vs P
+247.4%
-292.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +0.9% |
| 7D | -11.4% | -23.8% | +12.4% | +0.9% |
| 30D | -13.8% | -36.6% | +22.8% | +7.4% |
| 3M | -15.5% | +10.9% | -26.3% | -23.0% |
| 6M | +17.9% | +30.0% | -12.1% | -6.7% |
| YTD | -25.5% | +44.4% | -69.8% | -45.2% |
| 1Y | -12.1% | +3.9% | -16.0% | -25.3% |
| 3Y | -5.9% | +176.6% | -182.5% | -66.8% |
| All | -45.2% | +247.4% | -292.6% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling