+954.3%
MDB vs RF
+174.1%
+780.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +3.0% | -1.3% | +4.3% | +3.5% |
| 30D | -11.3% | +4.6% | -16.0% | -12.6% |
| 3M | -23.0% | -8.4% | -14.6% | -20.9% |
| 6M | +14.8% | +8.9% | +5.9% | +11.1% |
| YTD | -19.4% | +8.8% | -28.2% | -22.3% |
| 1Y | -9.0% | +18.9% | -27.9% | -14.7% |
| 3Y | -10.3% | +116.0% | -126.3% | -30.6% |
| 5Y | -38.4% | +46.0% | -84.4% | -47.0% |
| All | +954.3% | +174.1% | +780.2% | +650.6% |
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