-7.7%
MDB vs RF
+25.4%
-33.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -16.5% | +2.3% | -18.8% | -16.8% |
| 30D | -8.6% | +7.2% | -15.8% | -9.7% |
| 3M | -13.6% | -8.2% | -5.4% | -12.5% |
| 6M | +24.1% | +7.0% | +17.0% | +21.9% |
| YTD | -21.8% | +10.3% | -32.0% | -22.5% |
| 1Y | -7.7% | +25.1% | -32.8% | -12.2% |
| All | -7.7% | +25.4% | -33.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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