+959.5%
MDB vs RF
+172.8%
+786.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +11.6% | +0.4% | +11.2% | +11.4% |
| 30D | -8.9% | +5.6% | -14.5% | -10.5% |
| 3M | -22.4% | -8.9% | -13.5% | -20.2% |
| 6M | +10.1% | +7.1% | +3.0% | +7.1% |
| YTD | -19.0% | +8.3% | -27.4% | -21.8% |
| 1Y | -7.0% | +16.8% | -23.8% | -12.4% |
| 3Y | -9.8% | +115.0% | -124.9% | -30.1% |
| 5Y | -40.1% | +46.4% | -86.5% | -48.5% |
| All | +959.5% | +172.8% | +786.7% | +655.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling