-22.9%
MDB vs POET
-10.6%
-12.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.0% | +9.3% | +4.7% |
| 7D | -2.8% | +3.7% | -6.4% | -3.1% |
| 30D | -14.9% | -11.5% | -3.3% | -14.3% |
| 3M | +7.3% | -30.8% | +38.1% | +9.4% |
| 6M | +38.2% | +8.6% | +29.6% | +28.1% |
| YTD | -10.9% | +20.1% | -31.0% | -19.1% |
| 1Y | +11.6% | +35.7% | -24.1% | -1.7% |
| 3Y | -0.9% | +116.5% | -117.4% | -22.4% |
| All | -22.9% | -10.6% | -12.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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