-24.7%
MDB vs PL
+82.7%
-107.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | -17.4% | -9.3% | -8.1% | -15.5% |
| 30D | -2.0% | -18.9% | +16.9% | +3.4% |
| 3M | -3.0% | -58.4% | +55.4% | +20.8% |
| 6M | +48.7% | -30.3% | +79.0% | +49.9% |
| YTD | -12.1% | -8.1% | -4.0% | -19.8% |
| 1Y | +14.5% | +180.5% | -166.0% | -34.2% |
| 3Y | -6.1% | +444.1% | -450.3% | -64.3% |
| All | -24.7% | +82.7% | -107.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling