-9.0%
MDB vs PL
+8.6%
-17.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | +3.0% | +13.4% | -10.4% | +1.1% |
| 30D | -11.3% | -10.2% | -1.2% | -10.5% |
| 3M | -23.0% | -39.5% | +16.5% | -19.5% |
| 6M | +14.8% | -65.7% | +80.5% | +23.2% |
| YTD | -19.4% | -27.3% | +7.8% | -19.8% |
| 1Y | -9.0% | +15.0% | -24.0% | -10.2% |
| All | -9.0% | +8.6% | -17.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling